Title :
Optimal control of partially observable linear systems with state and control dependent noise
Author :
Kwong, R.H. ; Meijer, N.
Author_Institution :
University of Toronto, Toronto, Ontario, Canada
Abstract :
Necessary conditions for optimal linear control have been derived over finite and infinite time horizons. Non-uniqueness of the optimal stationary filter and control gains is demonstrated for the LQG case.
Keywords :
Control system synthesis; Control systems; Cost function; Linear systems; Nonlinear filters; Optimal control; Riccati equations; State estimation; Stochastic systems; Symmetric matrices;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268374
