DocumentCode
3049207
Title
Optimal control of partially observable linear systems with state and control dependent noise
Author
Kwong, R.H. ; Meijer, N.
Author_Institution
University of Toronto, Toronto, Ontario, Canada
fYear
1982
fDate
8-10 Dec. 1982
Firstpage
1322
Lastpage
1323
Abstract
Necessary conditions for optimal linear control have been derived over finite and infinite time horizons. Non-uniqueness of the optimal stationary filter and control gains is demonstrated for the LQG case.
Keywords
Control system synthesis; Control systems; Cost function; Linear systems; Nonlinear filters; Optimal control; Riccati equations; State estimation; Stochastic systems; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1982 21st IEEE Conference on
Conference_Location
Orlando, FL, USA
Type
conf
DOI
10.1109/CDC.1982.268374
Filename
4047477
Link To Document