On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285)

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scientific article; zbMATH DE number 3821597
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    On discrete-time Riccati-like matrix difference equations with random coefficients
    scientific article; zbMATH DE number 3821597

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      On discrete-time Riccati-like matrix difference equations with random coefficients (English)
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      1983
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      stochastic discrete-time state-space linear system
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      randomly varying parameters
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      Riccati-like matrix difference equation
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