Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients (Q3458644)
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English | Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients |
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Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients (English)
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21 December 2015
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\(H_{2}\) optimal filtering
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Markov switching
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periodic coefficients
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Riccati equations
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