Optimal multistage Kalman estimators.

Fu-Chuang Chen Chien-Shu Hsieh

Published in: IEEE Trans. Autom. Control. (2000)

Keyphrases

multistage
dynamic programming
stochastic programming
production system
lot sizing
stochastic optimization
single stage
optimal control
finite horizon
average cost
cross validated
kalman filter
data mining
optimal solution
lower bound
asymptotically optimal