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- W23876883 abstract "The chapter treats the problem of controlling stochastic linear systems with quadratic criteria, including sensitivity variables, when noisy measurements are available. It is proved that the low-sensitivity control strategy with risk aversion can be realized by the cascade of (1) the conditional mean estimate of the current state using a Kalman-like estimator and (2) optimally feedback, which is effectively supported by the mathematical statistics of performance uncertainty as if the conditional mean state estimate was the true state of the system. In other words, the certainty equivalence principle still holds for this statistical optimal control problem." @default.
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- W23876883 date "2012-09-20" @default.
- W23876883 modified "2023-09-27" @default.
- W23876883 title "Output-Feedback Control for Stochastic Systems with Low Sensitivity" @default.
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- W23876883 doi "https://doi.org/10.1007/978-1-4614-5079-5_8" @default.
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