Application of optimal nonlinear filtering equations to some problems in control theory and information theory
Part of the Applications of Mathematics book series (SMAP, volume 6)
In this section the results obtained in Section 14.3 for linear control problems (using incomplete data) with quadratic performance index are extended to the case of continuous time.
KeywordsOptimal Control Problem Channel Capacity Wiener Process Gaussian Random Variable Admissible Control
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
Notes and references
- Zigangirov K. Sh., Transmission of messages through a binary Gaussian channel with feedback. Problemy peredachi informatsii 3, 2 (1967), 98–101.Google Scholar
- Khasminsky R. Z., Stability of Differential Equations Systems Given Random Disturbances of Their Parameters. “Nauka,” Moscow, 1969.Google Scholar
- Nevelson M. B., Khasminsky R. Z., Stochastic Approximation and Recursive Estimation. “Nauka,” Moscow, 1972.Google Scholar
© Springer Science+Business Media New York 1978