An integrated optimal control algorithm for discrete-time nonlinear stochastic system by Kek, Sie Long, Teo, Kok Lay, Abdul Aziz, Mohd. Ismail

“…The optimal state estimate provided by Kalman filtering theory and the optimal control law obtained from the linear quadratic regulator problem are then integrated into the dynamic integrated system optimisation and parameter estimation algorithm. …”
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Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences by Kek, Sie Long, Abd. Aziz, Mohd. Ismail

“…It is im- portant to notice that the resulting algorithm could give the output residual that is superior to those obtained from Kalman filtering theory. The accuracy of the output regulation is therefore highly recommended. …”