Control of linear discrete-time stochastic dynamic systems with multiplicative disturbances

DOI10.1109/TAC.1975.1100960MaRDI QIDQ4058796zbMATH OpenFDO

Authors Masanao Aoki

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1975.1100960

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60) Economic time series analysis (91B84) Stochastic systems and control (93E99)

Cited in

(7)

• Stabilization of deterministic and stochastic-parameter discrete systems
• Stabilizing compensator design for discrete-time non-linear stochastic systems with incomplete state information
• Dynamic feedback control of stochastic-parameter systems
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
• Equivalence of two stochastic stabilizability conditions and its implications
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
• Uncertain random linear quadratic control with multiplicative and additive noises

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