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RISSolutions of the Singular Stochastic Regulator Problem
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: The limiting form of the optimum stochastic regulator is determined which minimizes the steady-state expectation, Es {x′ Qx + u′ Ru}, for the linear process, ẋ = Aẋ + Bu + Gv, given noisy ...