Abstract
Partial information for stochastic control systems with state equations linear in the input are considered. The observation noise process is independent Gaussian and the case of e-contamination is treated. A robustified version of the Kalman filter gives the update state in the contaminated observations case. The optimal control is obtained and for the cuadratic cost a closed solution is given.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
