A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem
作者:
U. SHAKED,
期刊:
International Journal of Control
(Taylor Available online 1976)
卷期:
Volume 24,
issue 6
页码: 771-800
ISSN:0020-7179
年代: 1976
DOI:10.1080/00207177608932861
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A comprehensive treatment of the steady-state linear quadratic Gaussian stochastic control problem which is based on the transfer-function point of view is presented. The optimal solution is found, for the general multivariable case, by exploiting the properties of the newly defined generalized spectral factors. The exact equivalence between the results found by the time domain and the transfer-function approaches is established, even for the case of unstable systems.
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