Covariance control theory
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Publication:3030710
DOI10.1080/00207178708933880zbMath0626.93080OpenAlexW4233742192MaRDI QIDQ3030710
Anthony F. Hotz, Robert E. Skelton
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708933880
Controllability (93B05) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Analysis of variance and covariance (ANOVA) (62J10) Realizations from input-output data (93B15)
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- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]