Open AccessStochastic LQR optimal control with white and colored noise: Dynamic programming technique
Author(s) -
Beatris Adriana Escobedo-Trujillo,
Javier Garrido
Publication year - 2021
Publication title -
revista mexicana de ingeniería química
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.288
H-Index - 18
eISSN - 2395-8472
pISSN - 1665-2738
DOI - 10.24275/rmiq/sim2353
Subject(s) - white noise , colors of noise , noise (video) , multiplicative noise , randomness , stochastic control , control theory (sociology) , mathematics , colored , stochastic resonance , optimal control , constant (computer programming) , mathematical optimization , computer science , control (management) , statistics , materials science , signal transfer function , digital signal processing , artificial intelligence , composite material , analog signal , programming language , image (mathematics) , computer hardware