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- W294018506 abstract "A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements." @default.
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- W294018506 date "1975-03-01" @default.
- W294018506 modified "2023-09-23" @default.
- W294018506 title "Digital program for solving the linear stochastic optimal control and estimation problem" @default.
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