Control of linear stochastic time delayed systems

Bagchi, Arunabha (1978) Control of linear stochastic time delayed systems. Journal of Mathematical Analysis and Applications, 63 (1). pp. 244-252. ISSN 0022-247X

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Abstract:	The linear-quadratic control problem of stochastic time-delayed systems has been solved using function space method. The solution demonstrates directly that the “separation theorem” holds for such systems.
Item Type:	Article
Copyright:	© 1978 Elsevier Science
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Systems and Signals (SST)
Link to this item:	http://purl.utwente.nl/publications/68415
Official URL:	http://dx.doi.org/10.1016/0022-247X(78)90117-8
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