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Original Articles

A variational approach to the polynomial optimization of multivariabie control with coloured measurement noise

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Pages 191-207 | Published online: 24 Feb 2007
 

Abstract

Polynomial optimization has been applied to multivariabie control in the presence of stochastic inputs including coloured measurement noise. The method has been derived using the calculus of variations, which is thought to be a simpler formulation than completing squares. Both discrete-time and continuous-time systems are considered.

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