A theory of state covariance assignment for discrete systems (Q4721948)

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scientific article; zbMATH DE number 3993436
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A theory of state covariance assignment for discrete systems
scientific article; zbMATH DE number 3993436

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    A theory of state covariance assignment for discrete systems (English)
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    1987
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    discrete-time stochastic control
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    admissible state covariances
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    state feedback
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    feedback gains
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    algorithm
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