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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scientific article; zbMATH DE number 6522773
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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
    scientific article; zbMATH DE number 6522773

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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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