• DocumentCode
    815705
  • Title

    Optimization of the state-output relationships for linear stochastic systems

  • Author

    Kurtaran, Ben-Zion ; Sidar, Menachem

  • Author_Institution
    Technion--Israel Institute of Technology, Haifa, Israel
  • Volume
    19
  • Issue
    5
  • fYear
    1974
  • fDate
    10/1/1974 12:00:00 AM
  • Firstpage
    590
  • Lastpage
    592
  • Abstract
    The problem of selecting a fixed dimensional output which will lead to the best instantaneous output-feedback is solved for linear stochastic systems with quadratic cost criterion.
  • Keywords
    Linear systems, stochastic continuous-time; Optimal stochastic control; Output feedback; Stochastic optimal control; Automatic control; Calculus; Costs; Covariance matrix; Lead compounds; Matrices; Optimal control; Sensitivity analysis; Stochastic systems; Writing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100666
  • Filename
    1100666
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=815705