Filtering and LQG problems for discrete-time stochastic singular systems
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Publication:3472017
DOI10.1109/9.35288zbMath0695.93105OpenAlexW2082034347MaRDI QIDQ3472017
Publication date: 1989
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.35288
optimal control lawdiscrete-time stochastic singular systemslinear unbiased least-squares state estimation algorithm
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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