Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem

Systems and Control Letters

Volumn 38, Issue 4-5, 1999, Pages 321-331

  Germani, Alfredo ^a,b   Mavelli, Gabriella ^b  

^a UNIVERSITY OF L'AQUILA   (Italy)

^b CNR   (Italy)

Author keywords

Discrete time systems; LQG optimal control; Non Gaussian systems; Nonlinear filtering; Riccati equations; Separation principle; Stochastic control

Indexed keywords

EID: 0000462080     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(99)00069-9     Document Type: Article

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