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Optimal control and estimation#

The linear-quadratic regulator, the Kalman-Bucy filter and the robustness of their combination.

Kalman’s linear-quadratic regulator (1960)

Kalman's linear-quadratic regulator (1960)

The Kalman-Bucy filter (1961)

The Kalman-Bucy filter (1961)

Doyle’s guaranteed margins for LQG: there are none (1978)

Doyle's guaranteed margins for LQG: there are none (1978)

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Kochenburger’s describing function (1950)

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Kalman’s linear-quadratic regulator (1960)
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