Control of linear discrete-time stochastic dynamic systems with multiplicative disturbances

DOI10.1109/TAC.1975.1100960MaRDI QIDQ4058796zbMATH OpenFDO

Authors Masanao Aoki

Publication date 1975

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Stochastic systems and control (93E99) Trade models (91B60)

Cited in

(7)

• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
• Dynamic feedback control of stochastic-parameter systems
• Stabilizing compensator design for discrete-time non-linear stochastic systems with incomplete state information
• Uncertain random linear quadratic control with multiplicative and additive noises
• Equivalence of two stochastic stabilizability conditions and its implications
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
• Stabilization of deterministic and stochastic-parameter discrete systems

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