Title :
A multiobjective linear quadratic Gaussian control problem
Author_Institution :
Swedish University of Abo, Abo, Finland
fDate :
3/1/1984 12:00:00 AM
Abstract :
A multiobjective linear quadratic Gaussian control problem with a hierarchical ordering of the individual objective functions is formulated and solved.
Keywords :
Hierarchical systems; Linear quadratic Gaussian (LQG) control; Chemical elements; Chemical engineering; Councils; Covariance matrix; Dynamic programming; Estimation error; Optimal control; State feedback; Stochastic processes; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103500
