On discrete-time Riccati-like matrix difference equations with random coefficients
DOI10.1080/00207728308926465zbMATH Open0518.93066OpenAlexW1986512951MaRDI QIDQ3669285FDOQ3669285
Authors: H. V. Panossian, Cornelius T. Leondes 
Publication date: 1983
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728308926465
randomly varying parametersRiccati-like matrix difference equationstochastic discrete-time state-space linear system
Analysis of variance and covariance (ANOVA) (62J10) Additive difference equations (39A10) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Matrix equations and identities (15A24)
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Cited In (5)
- Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems
- Constant feedback stabilization of discrete-time systems with random-coefficients†
- Stochastic optimal linear feedback control systems using available measurements
- Reduced-order control of systems disturbed by randomly correlated noise sequences
- Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
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