A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems (Q2440815): Difference between revisions
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English | A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems |
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A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems (English)
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19 March 2014
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decoupling
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order reduction
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optimal linear control
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Kalman filters
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multi time scale systems
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singularly-perturbed systems
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algebraic Riccati equation
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