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1970
H. J. Kushner has obtained the differential equation satisfied by the optimal feedback control law for a stochastic control system in which the plant dynamics and observations are perturbed by independent additive Gaussian white noise processes.
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H. J. Kushner has obtained the differential equation satisfied by the optimal feedback control law for a stochastic control system in which the plant dynamics and observations are perturbed by independent additive Gaussian white noise processes.
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1997
Methods of applied stochastic control may be viewed as extensions of the deterministic control approach in two ways. One is the characterization of the stochastic process over time that may generate the deterministic control model. The second is the estimation aspect where the parameters of the deterministic control model are assumed to be unknown, and
Jati K. Sengupta, Phillip Fanchon
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Methods of applied stochastic control may be viewed as extensions of the deterministic control approach in two ways. One is the characterization of the stochastic process over time that may generate the deterministic control model. The second is the estimation aspect where the parameters of the deterministic control model are assumed to be unknown, and
Jati K. Sengupta, Phillip Fanchon
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1971
So far we have applied the Kalman filter to systems which were subjected to random disturbances but were not controlled. Very briefly we turn now our attention to the case were we wish to employ measurements to control a system in some optimal manner. Only the simplest problem will be discussed here.
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So far we have applied the Kalman filter to systems which were subjected to random disturbances but were not controlled. Very briefly we turn now our attention to the case were we wish to employ measurements to control a system in some optimal manner. Only the simplest problem will be discussed here.
openaire +1 more source