Some Connections between Statistics and Control Theory

Petr Mandl
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Petr Mandl: Charles University, Faculty of Mathematics and Physics

A chapter in Mathematical Statistics and Probability Theory, 1987, pp 155-168 from Springer

Abstract: Abstract Linear controlled systems with a quadratic cost function are dealt with. Using concepts of estimation theory the efficiency of a control is introduced. For systems with unknown parameters estimated by the least squares method the asymptotic distribution of the cost is derived.

Keywords: Control Theory; Wiener Process; Invariance Principle; Quadratic Cost; Linear Control System (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-3965-3_15

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DOI: 10.1007/978-94-009-3965-3_15

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