Optimal projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise

The optimal projection equations for quadratically optimal reduced-order modelling, estimation, and control are generalized to include the effects of state, control and measurement dependent noise.

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Bibliographic Details
Published in:Journal of optimization theory and applications 1988-09, Vol.58 (3), p.387-409
Main Authors: BERNSTEIN, D. S, HYLAND, D. C
Format: Article
Language:English
Subjects:
Applied sciences
Decision theory. Utility theory
Exact sciences and technology
Operational research and scientific management
Operational research. Management science
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Description
Summary:The optimal projection equations for quadratically optimal reduced-order modelling, estimation, and control are generalized to include the effects of state, control and measurement dependent noise.
ISSN:0022-3239
1573-2878
DOI:10.1007/BF00939389