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Minimum variance control: a homage to Peterka
Author(s) -
Kuc̆era Vladimír
Publication year - 1999
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/(sici)1099-1115(199908)13:6<433::aid-acs552>3.0.co;2-h
Subject(s) - constructive , variance (accounting) , simple (philosophy) , computer science , constructive proof , field (mathematics) , mathematical optimization , polynomial , control (management) , point (geometry) , minimum variance unbiased estimator , calculus (dental) , mathematics , algorithm , artificial intelligence , statistics , discrete mathematics , programming language , medicine , mathematical analysis , philosophy , geometry , accounting , dentistry , process (computing) , epistemology , mean squared error , pure mathematics , business
This is a tutorial paper which emphasizes the contribution of V. Peterka to the steady state minimum variance control problem. In a paper published in 1972, Peterka presented a polynomial solution to the problem. The solution was more general than the results available at that time and attractive from the algorithmic point of view. The proof was simple, rigorous, and constructive. The technique used in the proof has found its way into textbooks and lead to a complete solution of the problem. Following an analysis of Peterka’s results and techniques, this paper presents the progress in the field that these results have made possible. Copyright © 1999 John Wiley & Sons, Ltd.