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• W2904124013 abstract "Abstract This paper deals with the optimal filtering and optimal output-feedback control of discrete-time, linear time-varying non-Gaussian systems. In the hypothesis that the time-varying and non-Gaussian distributions of the state and measurement noises have bounded and known moments up to a given order, this work extends previous results about polynomial filtering and optimal control to the time-varying case. The properties of the resulting filtering and control algorithms are discussed in the light of a stable recursive representation of the Kronecker powers of the system obtained through a suitable rewriting of the system with an output injection term. The resulting sub-optimal algorithm inherits the structure and the properties of the classical LQG approach but with enhanced performance." @default.
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• W2904124013 date "2019-01-01" @default.
• W2904124013 modified "2023-10-06" @default.
• W2904124013 title "Feedback polynomial filtering and control of non-Gaussian linear time-varying systems" @default.
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• W2904124013 doi "https://doi.org/10.1016/j.sysconle.2018.11.004" @default.
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