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Title: LQG problem of estimation and control in the tensor space. Evolution in the discrete finite time (English)
Author: Vaněček, Antonín
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 11
Issue: 4
Year: 1975
Pages: (287)-300
Category: math
MSC: 62M10
MSC: 93B30
MSC: 93E10
idZBL: Zbl 0315.93029
idMR: MR0396018
Date available: 2009-09-24T16:46:42Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] K. J. Åström R. W. Koepcke F. Tung: On the control of linear discrete dynamic systems with quadratic loss.Res. Rep. RJ-222, IBM, San Jose Res. Lab., San Jose, Calif., 1962.
Reference: [2] M. Athans (Ed.): Linear-quadratic-Gaussian problem in estimation and control.Dedicated to prof. R. E. Kalman. IEEE Trans. Aut. Contr. AC-16 (Dec. 1971), 6, 529-869. MR 0305883
Reference: [3] R. Bellman: Dynamic programming.Princeton Univ. Press, Princeton 1957. Zbl 0995.90618, MR 0090477
Reference: [4] N. Bourbaki: Algèbre.Livre II. Hermann, Paris 1948. Zbl 0039.25902
Reference: [5] P. D. Joseph J. T. Tou: On linear control theory.AIEE Trans. (Appl. Indust.) 80 (Sept. 1961), 193-196.
Reference: [6] E. Hille R. S. Phillips: Functional analysis and semigroups.Amer. Math. Soc. Colloq. Publ. XXXI. Rev. ed., Providence 1957. MR 0089373
Reference: [7] R. E. Kalman R. W. Koepcke: Optimal synthesis of linear sampling control system using generalized performance indexes.Trans. ASME 80 (Nov. 1958), 1820-1826.
Reference: [8] R. E. Kalman: A new approach to linear filtering and prediction problems.Trans. ASME, Ser. D, J. Bas. Eng. 83 (March 1960), 35-45.
Reference: [9] S. MacLane G. Birkhoff: Algebra.Macmillan, New York 1967. MR 0214415
Reference: [10] D. G. Luenberger: Optimization by vector space methods.Wiley, New York 1969. Zbl 0176.12701, MR 0238472
Reference: [11] V. Peterka: Mathematical models for digital control of multivariable technological processes.(In Czech.) Res. Rep. No. 540, ÚTIA ČSAV, Prague 1974.
Reference: [12] A. Vaněček: Coupled air/fuel dynamic optimization and temperature regulation. A case study in stochastic control.Preprints IFAC Symp. Stochastic Control, Budapest, Sept. 1974, 573-580.


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