Minimax estimation and control of multiplicative systems

MaRDI QIDQ3363209zbMATH OpenFDO

Authors Yannis A. Phillis, Vassilis S. Kouikoglou

Publication date 1990

zbMATH Keywords

time-dependentcontinuous-time

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

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(6)

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• $H_\infty$ Control for Stochastic Systems with Disturbance Preview
• Estimation and control of systems with unknown covariance and multiplicative noise
• Minimization of the estimation error by control in systems with multiplicative noise

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