Bibliography on the linear-quadratic-Gaussian problem

This bibliography contains over 900 references arranged in four sections: books and chapters in books, journal papers, proceedings papers, and contractor reports and Ph.D. dissertations. All references are indexed into categories and subcategories. The main categories are: Deterministic Optimal Control of Linear Systems with Respect to Quadratic Criteria, State Estimation, Stochastic Control, Computational Aspects, and Applications.