Almost Sure Stabilizability and Riccati’s Equation of Linear Systems with Random Parameters
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Publication:4841810
DOI10.1137/S0363012992229069zbMath0827.93066MaRDI QIDQ4841810
Publication date: 11 December 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
stabilizability; Riccati equations; Kalman filter; linear discrete-time systems; detectability; time- varying
93E11: Filtering in stochastic control theory
93D15: Stabilization of systems by feedback
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
93E15: Stochastic stability in control theory
37A99: Ergodic theory
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