FEEDBACK CONTROL OF LINEAR STOCHASTIC SYSTEMS

被引：52

作者：

LINDQUIST, A

机构：

[1] ROY INST TECHNOL, INST OPTIMIZATION & SYST THEORY, STOCKHOLM 70, SWEDEN

[2] UNIV FLORIDA, DEPT MATH, GAINESVILLE, FL 32601 USA

来源：

SIAM JOURNAL ON CONTROL | 1973年 / 11卷 / 02期

关键词：

D O I：

10.1137/0311025

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：323 / 343

页数：21

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VARAIYA, PP .

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[6]

DAVIS MHA, 1971, ERLM304 U CAL MEM

[7] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J].

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SIAM REVIEW, 1969, 11 (04) :470-+

[8]

FROST P, 1968, 63044 STANF U CTR SY

[9]

GIKHMAN I. I., 1969, INTRO THEORY RANDOM

[10]

Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027

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