Optimal reduced-order compensators for time-varying discrete-time systems with deterministic and white parameters

L.G. van Willigenburg, W.L. de Koning

Research output: Contribution to journalArticleAcademicpeer-review

22 Citations (Scopus)
Original languageEnglish
Pages (from-to)129-138
JournalAutomatica
Volume35
Publication statusPublished - 1999

Keywords

  • Finite horizon LQG control
  • Multiplicative noise
  • Numerical algorithms
  • Reduced-order control
  • White stochastic parameters

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