Title :
Optimal linear nonanticipative control of partially observable bilinear systems
Author_Institution :
McGill University, Montreal, Canada
fDate :
3/1/1984 12:00:00 AM
Abstract :
Via the concept of projection estimates a class of partially observable bilinear control problem is reduced to a completely observable one and the optimal linear nonanticipative control is sought via a deterministic Hamilton-Jacobi-Bellman theory.
Keywords :
Bilinear systems, stochastic; Stochastic bilinear systems; Stochastic optimal control, nonlinear systems; Control systems; Equations; Feedback control; Filtering; Nonlinear filters; Nonlinear systems; Optimal control; State-space methods; Statistics; Visualization;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103506
