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

DOI10.1109/TAC.1982.1102968MaRDI QIDQ3936620zbMATH OpenOpenAlexFDO

Authors 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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