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Keywords: Finite Horizon Optimal Control
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Journal Articles
Publisher: ASME
Article Type: Technical Papers
J. Dyn. Sys., Meas., Control. September 2000, 122(3): 551–559.
Published Online: October 6, 1998
... Markov parameters and the first q covariance parameters of the system. This paper considers two questions: In finite horizon optimal control, how much information about the system is really necessary to implement the exact optimal control? Second, how can this information be obtained? We...