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Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller.
Jonas Mårtensson
Cristian R. Rojas
Håkan Hjalmarsson
Published in:
Autom. (2011)
Keyphrases
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minimum variance
control system
optimal control
spectral estimation
control method
control strategy
linear prediction
control policy
multiscale
dynamic programming
estimation error
portfolio optimization
computational complexity