Control and System Theory of Discrete-Time Stochastic Systems

DOI10.1007/978-3-030-66952-2zbMath1478.93005OpenAlexW3207154457MaRDI QIDQ4964667

Jan H. van Schuppen

Publication date: 2 March 2021

Published in: Communications and Control Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-66952-2

zbMATH Keywords

infinite horizonstochastic controlfinite horizonstochastic systemfilterestimatorpartial observationstochastic realizationGaussian systemcomplete observation\(\sigma\)-algebraic systemBernoulli-Beta systemGamma-Gamma systemoutput finite-state polytopic systemPoisson-Gamma system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Stochastic systems in control theory (general) (93E03) Networked control (93B70)

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