摘要
This chapter deals with the optimal control of a noisy linear system, the state of which is not entirely available, i.e., which requires a state reconstructor in the control loop. Since the system is submitted to random influences, a filter, e.g. an optimal filter such as the Kalman filter, will be used.
摘要译文
本章介绍嘈杂的线性系统的状态，这是不完全可用，即，这需要在控制回路中的状态重构的最优控制。由于该系统被提交到随机的影响，一个过滤器，例如最优滤波器如卡尔曼滤波器，将被使用。
Emeritus Eric Ostertag(1)eric.ostertag@unistra.fr. Optimal Stochastic Control. Mono- and Multivariable Control and Estimation Linear, Quadratic and LMI Methods[M].DE: Springer, 2011: 259-266