Minimum Variance and Covariance Steering Based on Affine Disturbance Feedback Control Parameterization.

Efstathios Bakolas

Published in: CoRR (2020)

Keyphrases

real time
feedback control
minimum variance
closed loop
adaptive control
optimal control
spectral estimation
control system
linear prediction
portfolio optimization
covariance matrix
control law
mobile robot
prediction error
multiple objectives