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.


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    Title :

    Linear stochastic optimal control and estimation


    Contributors:

    Published in:

    Publication date :

    1976-03-01



    Type of media :

    Miscellaneous


    Type of material :

    No indication


    Language :

    English




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