• DocumentCode
    844571
  • Title

    Optimal linear nonanticipative control of partially observable bilinear systems

  • Author

    Ng, Sze-kui

  • Author_Institution
    McGill University, Montreal, Canada
  • Volume
    29
  • Issue
    3
  • fYear
    1984
  • fDate
    3/1/1984 12:00:00 AM
  • Firstpage
    271
  • Lastpage
    274
  • Abstract
    Via the concept of projection estimates a class of partially observable bilinear control problem is reduced to a completely observable one and the optimal linear nonanticipative control is sought via a deterministic Hamilton-Jacobi-Bellman theory.
  • Keywords
    Bilinear systems, stochastic; Stochastic bilinear systems; Stochastic optimal control, nonlinear systems; Control systems; Equations; Feedback control; Filtering; Nonlinear filters; Nonlinear systems; Optimal control; State-space methods; Statistics; Visualization;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103506
  • Filename
    1103506
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=844571