Optimal stabilizing compensator for linear systems under white noise perturbations (Q4022593)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stabilizing compensator for linear systems under white noise perturbations |
scientific article |
Statements
Optimal stabilizing compensator for linear systems under white noise perturbations (English)
0 references
17 January 1993
0 references
infinite horizon control problems
0 references
time varying finite-dimensional linear stochastic system
0 references
time varying Riccati equations
0 references
separation principle
0 references
