Results on Cumulant Control and Estimating Systems. A Summary.
Abstract
A description of a previously unpublished linear stochastic control problem class called 'cumulant control' is presented. A summary of an 'accessible state' formulation of problems in this class is given. This result is key to the applicability of this generalized Linear-Quadratic-Gaussian theory. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1980
- Accession Number
- ADA082077
Entities
People
- Clifford R. Parten
- Stanley R. Liberty
Organizations
- Old Dominion University