On discrete-time linear quadratic control

Systems and Control Letters

Volumn 36, Issue 2, 1999, Pages 101-107

  Czornik, Adam ^a  

^a SILESIAN UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

LQG problem; Time varying Riccati equation

Indexed keywords

EID: 0004230802     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(98)00083-8     Document Type: Article

References (6)

1. A. Bagchi, Optimal Control of Stochastic Systems, Prentice-Hall, Englewood Cliffs, NJ, 1993.
2. H.F. Chen, Recursive Estimation and Control for Stochastic Systems, Wiley, New York, 1985.
3. H.F. Chen, L. Guo, Identification and Stochastic Adaptive Control, Birkhauser, Boston, 1991.
4. A. Czornik, On time-varying LQG, Proc. IFAC Conf. on System and Control, France, Nantes, 1998.
5. A. Halanay, V. Ionescu, Time-Varying Discrete Linear Systems; Operator Theory, Birkhauser, Boston, 1994.
6. W.M. Wonham, Linear Multivariable Control; a Geometric Approach, Springer, New York, 1979.