DocumentCode
802424
Title
On a deterministic theory of estimation and control
Author
Johnson, Garth
Author_Institution
IBM Federal Systems Division, Cambridge, MA, USA
Volume
15
Issue
1
fYear
1970
fDate
2/1/1970 12:00:00 AM
Firstpage
125
Lastpage
126
Abstract
In a recent paper Johnson [1] outlined certain qualitative equivalences between linear deterministic control systems and linear stochastic optimal control systems. This note analyzes the equivalence properties in more detail and establishes a theorem on the inverse stochastic optimal control problem. This theorem is equivalent to Kalman´s circle criterion [2] for the restricted stationary case.
Keywords
Inverse optimal control problem; Linear systems, stochastic; Optimal stochastic control; Stochastic optimal control; Stochastic systems, linear; Control systems; Controllability; Estimation theory; Filters; Observability; Optimal control; Riccati equations; Stability; Stochastic systems; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1970.1099378
Filename
1099378
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