Relationship between åström control and the kalman linear regulator — Caines revisited
Warwick, K. (1990) Relationship between åström control and the kalman linear regulator — Caines revisited. Optimal Control Applications and Methods, 11 (3). pp. 223-232. ISSN 0143-2087
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To link to this article DOI: 10.1002/oca.4660110304
The relationship between minimum variance and minimum expected quadratic loss feedback controllers for linear univariate discrete-time stochastic systems is reviewed by taking the approach used by Caines. It is shown how the two methods can be regarded as providing identical control actions as long as a noise-free measurement state-space model is employed.