On the computation of upper covariance bounds for perturbed linear systems (Q4306724)

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scientific article; zbMATH DE number 641478
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On the computation of upper covariance bounds for perturbed linear systems
scientific article; zbMATH DE number 641478

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    On the computation of upper covariance bounds for perturbed linear systems (English)
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    21 September 1994
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    bounds for covariance
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    convex cost functions
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    linear
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    perturbation
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    Riccati equation
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