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.
Linear stochastic optimal control and estimation
NASA Tech Briefs ; 1 , 1
1976-03-01
Miscellaneous
No indication
English
Linear stochastic optimal control and estimation
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