On discrete-time Riccati-like matrix difference equations with random coefficients
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Publication:3669285
DOI10.1080/00207728308926465zbMath0518.93066MaRDI QIDQ3669285
H. V. Panossian, Cornelius T. Leondes
Publication date: 1983
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728308926465
randomly varying parameters; Riccati-like matrix difference equation; stochastic discrete-time state-space linear system
93C40: Adaptive control/observation systems
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
15A24: Matrix equations and identities
93E20: Optimal stochastic control
39A10: Additive difference equations
62J10: Analysis of variance and covariance (ANOVA)
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