Optimal LQG controller for linear stochastic systems with unknown parameters

Journal of the Franklin Institute

Volumn 345, Issue 3, 2008, Pages 293-302

  Basin, Michael ^a   Calderon Alvarez, Dario ^a  

^a UNIVERSIDAD AUTÓNOMA DE NUEVO LEÓN   (Mexico)

Author keywords

Kalman filtering; Optimal control; Uncertain linear stochastic system

Indexed keywords

OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

OPTIMAL LQG CONTROLLER; UNCERTAIN LINEAR STOCHASTIC SYSTEM;

LINEAR SYSTEMS;

EID: 40249083335     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2007.10.003     Document Type: Article

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