Title :
Optimal input for stochastic linear discrete systems as a function of input and output variables
Author_Institution :
Monash University, Department of Electrical Engineering, Clayton, Australia
Abstract :
An asymptotically optimal input for a plant disturbed by coloured noise is obtained directly in terms of input and output variables.
Keywords :
discrete systems; linear systems; stochastic systems; asymptotically optimal input; coloured noise disturbance; input and output variables; stochastic linear discrete systems;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19790256
