Showing papers by "W. M. Wonham published in 1964"
TL;DR: In this article, stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions are defined. But they do not specify the structure of the filters.
Abstract: Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
457 citations
TL;DR: In this paper, the optimal regulator problem is formulated as a scalar control function minimization problem for quadratic performance index (QPI), where the objective function minimizes the functional for the optimal index.
Abstract: Optimal regulator problem, where a scalar control function is found, which minimizes the functional for quadratic performance index
133 citations
TL;DR: In this article, a fixed-time regulator problem with time invariant feedback control and an unspecified-time regulatory problem with bounded control is considered. But the problem is not solved.
Abstract: Fixed-time regulator problem with time invariant feedback control and unspecified-time regulator problem with bounded control
5 citations