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A stability theory for the linear-quadratic-Gaussian problem for systems with delays in the state, control, and observations

1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes, 1979
The estimation and control of linear stochastic systems with delays in the state, control, and observations are studied. First, the deterministic optimal control problem with quadratic cost over an infinite time interval is examined. Using an extended notion of stabilizability, the existence and characterization of the optimal control law is obtained ...
openaire   +2 more sources

Numerical solution of the operational Riccati differential equation in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function

1974 IEEE Conference on Decision and Control including the 13th Symposium on Adaptive Processes, 1974
We present a numerical approximation to the operational Riccati differential equation which occurs in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function.
openaire   +1 more source

An Introduction to Infinite-Dimensional Linear Systems Theory

Texts in Applied Mathematics, 1995
R. Curtain, H. Zwart
semanticscholar   +1 more source

16. Linear Systems and Control Theory

Scalar, Vector, and Matrix Mathematics, 2018
D. Bernstein
semanticscholar   +1 more source

Control and State Estimation for Max-Plus Linear Systems

Found. Trends Syst. Control., 2018
L. Hardouin   +3 more
semanticscholar   +1 more source

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