New method for optimal control and filte
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Z. Aganovic; Z. Gajic; Xuemin Shen
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Article
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1996
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Elsevier Science
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English
โ 680 KB
The algebraic regulator and filter Riccati equations of weakly coupled dticrere-rime stochastic linear control systems are completely and exactly decomposed into reduced-order continuous-time algebraic Riccati equations corresponding to the subsystems. That is, the exact solution of the global discr