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
fDate :
10/1/1974 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100666
