Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise |
scientific article |
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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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