Some results about the optimal LQG tracking problem

International Journal of Control

Volumn 74, Issue 10, 2001, Pages 977-987

  Bruni, C ^a   Iacoviello, D ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; FUNCTIONS; GAUSSIAN NOISE (ELECTRONIC); PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS; WHITE NOISE;

COST FUNCTIONS;

OPTIMAL CONTROL SYSTEMS;

EID: 0035838738     PISSN: 00207179     EISSN: None     Source Type: Journal    
DOI: 10.1080/00207170110049864     Document Type: Article

References (14)

1. Astrom, K.J., 1971, Introduction to Stochastic Control (New York: Academic Press).
2. Athans, M., 1971, The role and use of the stochastic linear-quadratic-Gaussian problem in control system design. IEEE Transactions on Automatic Control, 16, December, 529-551.
3. Athans, M., and Falb, P.L., 1966, Optimal Control (New York: McGraw-Hill).
4. Fel'dbaum, A. A., 1960, 1961, Dual control theory. Automatic Remote Control (USSR), 21, 1960, 1240-1453; 22, 1961, 3-129.
5. Fel'dbaum, A.A., 1960, 1961, Dual control theory. Automatic Remote Control (USSR), 21, 1960, 1240-1453; 22, 1961, 3-129.
6. Grimble, M.J., and Hearns, G., 1998, LQG controllers for state space systems with pure transport delays: application to hot strip mills. Automatica, 34, 1169-1184.
7. Iftar, A., 1990, Optimal solution to the servomechanism problem for systems with stochastic and deterministic disturbances. International Journal of Control, 51, 1327-1341.
8. Joseph, P.D., and Tou, J. T., 1961, On linear control theory. Transactions of the AIEE, 80, 193-196.
9. Kushner, H., 1967, Stochastic Stability and Control (New York: Academic Press).
10. Kushner, H., 1971, Introduction to Stochastic Control (New York: Halt Reinhart and Winston).
11. Kwakernaak, H., and Sivan, R., 1972, Linear Optimal Control Systems (New York: Wiley Interscience).
12. Lim, A.E.B., Moore, J.B., and Faybusovich, L., 1996, Separation theorem for linearly constrained LQG optimal control. Systems and Control Letters, 28, 227-235.
13. Mendel, J.M., and Gieseking, D.L., 1971, Bibliography on the linear-quadratic-Gaussian problem. IEEE Transactions on Automatic Control, 16, December, 847-869.
14. Wonham, W.M., 1968, On the separation theorem of stochastic control. Siam Journal on Control, 6, 312-326.