{"id":"https://openalex.org/W2116247757","doi":"https://doi.org/10.1109/tac.2012.2220444","title":"Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise","display_name":"Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise","publication_year":2012,"publication_date":"2012-09-24","ids":{"openalex":"https://openalex.org/W2116247757","doi":"https://doi.org/10.1109/tac.2012.2220444","mag":"2116247757"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2012.2220444","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2012.2220444","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054666993","display_name":"Tyrone E. Duncan","orcid":"https://orcid.org/0000-0002-6664-9967"},"institutions":[{"id":"https://openalex.org/I146416000","display_name":"University of Kansas","ror":"https://ror.org/001tmjg57","country_code":"US","type":"education","lineage":["https://openalex.org/I146416000"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Tyrone E. Duncan","raw_affiliation_strings":["Department of Mathematics, University of Kansas, Lawrence, KS, USA","Department of Mathematics, University of Kansas, Lawrence,"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Kansas, Lawrence, KS, USA","institution_ids":["https://openalex.org/I146416000"]},{"raw_affiliation_string":"Department of Mathematics, University of Kansas, Lawrence,","institution_ids":["https://openalex.org/I146416000"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029118728","display_name":"B. Pasik-Duncan","orcid":"https://orcid.org/0000-0002-3316-6475"},"institutions":[{"id":"https://openalex.org/I146416000","display_name":"University of Kansas","ror":"https://ror.org/001tmjg57","country_code":"US","type":"education","lineage":["https://openalex.org/I146416000"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Bozenna Pasik-Duncan","raw_affiliation_strings":["Department of Mathematics, University of Kansas, Lawrence, KS, USA","Department of Mathematics, University of Kansas, Lawrence,"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Kansas, Lawrence, KS, USA","institution_ids":["https://openalex.org/I146416000"]},{"raw_affiliation_string":"Department of Mathematics, University of Kansas, Lawrence,","institution_ids":["https://openalex.org/I146416000"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5054666993"],"corresponding_institution_ids":["https://openalex.org/I146416000"],"apc_list":null,"apc_paid":null,"fwci":2.4123,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.91552671,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"58","issue":"5","first_page":"1290","last_page":"1293"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9783999919891357,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.97079998254776,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.7674170732498169},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6245802640914917},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.6200394034385681},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.6170223951339722},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.6145923733711243},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5405951142311096},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.506301760673523},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.4877660870552063},{"id":"https://openalex.org/keywords/linear-control-systems","display_name":"Linear control systems","score":0.48431840538978577},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.4802249073982239},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.4796091318130493},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.47084876894950867},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4627760350704193},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.44575241208076477},{"id":"https://openalex.org/keywords/process-control","display_name":"Process control","score":0.4410886764526367},{"id":"https://openalex.org/keywords/control-system","display_name":"Control system","score":0.4376524090766907},{"id":"https://openalex.org/keywords/linear-quadratic-regulator","display_name":"Linear-quadratic regulator","score":0.4356825351715088},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39215540885925293},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.37106430530548096},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.14571216702461243},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.14106163382530212},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08465790748596191}],"concepts":[{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.7674170732498169},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6245802640914917},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.6200394034385681},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.6170223951339722},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.6145923733711243},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5405951142311096},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.506301760673523},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.4877660870552063},{"id":"https://openalex.org/C2987686001","wikidata":"https://www.wikidata.org/wiki/Q959968","display_name":"Linear control systems","level":3,"score":0.48431840538978577},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.4802249073982239},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4796091318130493},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.47084876894950867},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4627760350704193},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44575241208076477},{"id":"https://openalex.org/C155386361","wikidata":"https://www.wikidata.org/wiki/Q1649571","display_name":"Process control","level":3,"score":0.4410886764526367},{"id":"https://openalex.org/C17500928","wikidata":"https://www.wikidata.org/wiki/Q959968","display_name":"Control system","level":2,"score":0.4376524090766907},{"id":"https://openalex.org/C98779006","wikidata":"https://www.wikidata.org/wiki/Q2520550","display_name":"Linear-quadratic regulator","level":3,"score":0.4356825351715088},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39215540885925293},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.37106430530548096},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.14571216702461243},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14106163382530212},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08465790748596191},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2012.2220444","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2012.2220444","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W2038107162","https://openalex.org/W2043880592","https://openalex.org/W2066213880","https://openalex.org/W2110032536","https://openalex.org/W2110299265","https://openalex.org/W2114827813"],"related_works":["https://openalex.org/W3777868","https://openalex.org/W2051766198","https://openalex.org/W1990910969","https://openalex.org/W2915806395","https://openalex.org/W234468389","https://openalex.org/W2007152535","https://openalex.org/W3041379944","https://openalex.org/W2067197839","https://openalex.org/W2364244763","https://openalex.org/W2765598728"],"abstract_inverted_index":{"In":[0],"this":[1],"technical":[2],"note":[3],"a":[4,8,15,21,66],"control":[5,33,38,51,57],"problem":[6,58],"for":[7,52],"discrete":[9],"time":[10],"linear":[11,49],"stochastic":[12],"system":[13,29,67],"with":[14],"general":[16],"correlated":[17],"noise":[18,71],"process":[19],"and":[20,31,59],"cost":[22,75],"functional":[23],"that":[24],"is":[25,34,39,76],"quadratic":[26],"in":[27],"the":[28,32,43,46,53,60,63,69],"state":[30],"solved.":[35],"An":[36],"optimal":[37,74],"given":[40,78],"explicitly":[41],"as":[42],"sum":[44],"of":[45,62,65],"well":[47],"known":[48],"feedback":[50],"associated":[54],"deterministic":[55],"linear-quadratic":[56],"prediction":[61],"response":[64],"to":[68],"future":[70],"process.":[72],"The":[73],"also":[77],"explicitly.":[79]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
