Concepedia

Discrete-time stochastic adaptive control with small observation noise

U. G. Haussmann, Q. Zhang

Applied Mathematics & Optimization · 1992 · 13 citations · 5 references

Concepts

EngineeringMathematicsDynamical SystemsStochastic ModelingStochastic ProcessesAdaptive ControlControl TheoryDiscrete-time Stochastic ProcessesRobust ControlStochastic ControlStochastic Differential EquationsAdaptive Control Of Uncertain SystemsDiscrete-time ControlDiscrete-time Control SystemsRobust Stochastic ControlStochastic State-space Models

References

5

Optimal Filtering

Brian D. O. Anderson, J.B. Moore, Mansour Eslami · IEEE Transactions on Systems Man and Cybernetics · 1982 · 3.2K citations

Deterministic and Stochastic Optimal Control.

J. A. Bather, Wendell H. Fleming, Raymond Rishel · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.7K citations

Natural Sciences, Mathematics, Differential Equations +16

Dynamic Programming and Stochastic Control

Dimitri P. Bertsekas, Chelsea C. White · IEEE Transactions on Systems Man and Cybernetics · 1977 · 1.2K citations · Full text

Natural Sciences, Mathematics, Optimization +13

Stochastic adaptive control with small observation noise

U. G. Haussmann, Q. Zhang · Stochastics and stochastics reports · 1990 · 30 citations

Engineering, Industrial Engineering, Dynamical Systems +16

Piecewise monotone filtering in discrete-time with small observation noise

Wendell H. Fleming, Donghai Ji, Pierre Salamé et al. · IEEE Transactions on Automatic Control · 1991 · 15 citations

Engineering, Mathematics, Probability Theory +15