State estimation and control synthesis for discrete linear systems with additive and multiplicative noise

zbMath0417.93064MaRDI QIDQ755508

P. V. Pakshin

Publication date: 1978

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

state estimationcontrol synthesisdiscrete linear systemsadditive and multiplicative noise

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (9)

Linear estimation of continuous-discrete linear state space models with multiplicative noise ⋮ Parametrization of all linear compensators for discrete-time stochastic parameter systems ⋮ Anisotropy-based bounded real lemma for discrete-time systems with multiplicative noise ⋮ Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations ⋮ The sensor network estimation with dropouts: anisotropy-based approach ⋮ Mixed \(H_2/H_\infty\) performance analysis and state-feedback control design for networked systems with fading communication channels ⋮ Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon ⋮ Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching ⋮ Extended square-root covariance filtering algorithm for discrete-time systems with multiplicative and additive noises

This page was built for publication: State estimation and control synthesis for discrete linear systems with additive and multiplicative noise