A note on modeling error of linear stochastic systems with a white coefficient

DOI10.1109/TAC.1982.1102968zbMATH Open0478.93068OpenAlexW2067209013MaRDI QIDQ3936620FDOQ3936620

H. Takeda, Tadashi Ishihara, Kenichi Abe

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1982.1102968

zbMATH Keywords

infinite horizonquadratic costlinear stochastic systemwhite coefficient

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cited In (1)

• Uncertain variance in an optimal linear system with white gain

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