On the essential quadratic nature of LQG control-performance measure cumulants

Mathematical Analysis of Random Noise

S. O. Rice · Bell System Technical Journal · 1944 · 5.5K citations

Natural Sciences, Mathematics, Physics +9

Mathematical Analysis of Random Noise

S. O. Rice · Bell System Technical Journal · 1945 · 2.9K citations

Natural Sciences, Mathematics, Physics +9

The role and use of the stochastic linear-quadratic-Gaussian problem in control system design

Michael Athans · IEEE Transactions on Automatic Control · 1971 · 689 citations

Engineering, Systems Engineering, Process Control +14

Noise and stochastic processes

Nelson Wax · 1954 · 314 citations

Engineering, Mathematics, Physics +12

Fluctuations of Random Noise Power*

D. Slepian · Bell System Technical Journal · 1958 · 127 citations

Natural Sciences, Electrical Engineering, Physics +14