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On the optimal control of stochastic linear systems with contaminated partial observations

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  • Rosario Romera

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  • Rosario Romera, 1997. "On the optimal control of stochastic linear systems with contaminated partial observations," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 143-157, June.
    • Handle: RePEc:spr:topjnl:v:5:y:1997:i:1:p:143-157
    DOI: 10.1007/BF02568535
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    References listed on IDEAS

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    1. Romera, Rosario & Cipra, Tomas, 1993. "A parallel Kalman filter via the square root Kalman filtering," DES - Working Papers. Statistics and Econometrics. WS 3708, Universidad Carlos III de Madrid. Departamento de Estadística.
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    Cited by:

    1. Romera, Rosario, 2001. "Optimal control of partially observable linear quadratic systems with asymmetric observation errors," DES - Working Papers. Statistics and Econometrics. WS ws013220, Universidad Carlos III de Madrid. Departamento de Estadística.

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