Optimal observers for continuous time linear stochastic systems

In the past, a major objection to application of the well known solution to the linear stochastic optimal control problem has been that the complexity, or dimension, of the solution exceeds that which is necessary for satisfactory feedback control. For a system described by n first order linear diff...

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Veröffentlicht in:Automatica (Oxford) 1975, Vol.11 (1), p.61-73
Hauptverfasser: Leondes, C.T, Yocum, John F
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
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