NASA NTRS · 19760000134
Linear stochastic optimal control and estimation
Abstract
Digital program has been written to solve the LSOCE problem by using a time-domain formulation. LSOCE problem is defined as that of designing controls for linear time-invariant system which is disturbed by white noise in such a way as to minimize quadratic performance index.
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Geyser, L. C., Lehtinen, F. K. B.. 1976-03-01. Linear stochastic optimal control and estimation. https://ntrs.nasa.gov/citations/19760000134
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