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• W2113866090 abstract "A new approach for the solution of the regulator problem for linear discrete-time dynamical systems with non-Gaussian disturbances is proposed. This approach generalizes a previous result concerning the definition of the quadratic optimal regulator. It consists of the definition of the polynomial optimal algorithm of an order /spl nu/ for the solution of the linear quadratic non-Gaussian stochastic regulator problem for systems with partial state information. The validity of the separation principle has also been proved in this case. Numerical simulations show the high performance of the proposed method with respect to the classical linear regulation techniques." @default.
• W2113866090 created "2016-06-24" @default.
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• W2113866090 date "2002-08-01" @default.
• W2113866090 modified "2023-09-27" @default.
• W2113866090 title "The polynomial approach to the LQ non-Gaussian regulator problem" @default.
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• W2113866090 doi "https://doi.org/10.1109/tac.2002.801184" @default.
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