OPTIMIZATION OF STOCHASTIC LINEAR-SYSTEMS WITH ADDITIVE MEASUREMENT AND PROCESS NOISE USING EXPONENTIAL PERFORMANCE CRITERIA

被引：99

作者：

SPEYER, JL

DEYST, J

JACOBSON, DH

机构：

[1] CHARLES STARK DRAPER LAB INC, CAMBRIDGE, MA 02100 USA

[2] UNIV WITWATERSRAND, JOHANNESBURG, SOUTH AFRICA

[3] MIT, CAMBRIDGE, MA USA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1974年 / AC19卷 / 04期

关键词：

D O I：

10.1109/TAC.1974.1100606

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：358 / 366

页数：9

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