Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control (Q2871714): Difference between revisions
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Revision as of 08:52, 5 March 2024
scientific article
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English | Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control |
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Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control (English)
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9 January 2014
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minimal representation
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matrix valued white stochastic processes
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multiplicative white noise
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stochastic parameters
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optimal compensation
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compensatability
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UDU factorisation
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