Mathematical Methods in Robust Control of Linear Stochastic Systems (Q5402187): Difference between revisions

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scientific article; zbMATH DE number 6265910
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Mathematical Methods in Robust Control of Linear Stochastic Systems
scientific article; zbMATH DE number 6265910

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    Mathematical Methods in Robust Control of Linear Stochastic Systems (English)
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    6 March 2014
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    stochastic differential equations
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    optimal control
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    robust control
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    filtering
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    stochastic stabilization
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    Riccati equation
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