Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 93C55 / rank | |||
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Property / Mathematics Subject Classification ID: 49N10 / rank | |||
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Property / Mathematics Subject Classification ID: 93C05 / rank | |||
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multi-channel | |||
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generalized Riccati equation | |||
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LQR | |||
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multiplicative noise | |||
Property / zbMATH Keywords: multiplicative noise / rank | |||
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convergence | |||
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Revision as of 12:05, 27 June 2023
scientific article
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English | Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise |
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Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (English)
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8 March 2016
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multi-channel
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generalized Riccati equation
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LQR
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multiplicative noise
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convergence
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