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Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise.

Tyrone E. DuncanBozenna Pasik-Duncan
Published in: IEEE Trans. Autom. Control. (2013)
Keyphrases
  • linear quadratic
  • correlated noise
  • optimal control
  • closed loop
  • vector valued
  • dynamical systems
  • gaussian model
  • control system
  • multiscale
  • dynamic programming
  • expectation maximization
  • control strategy