Stability of a Random Riccati Equation With Markovian Binary Switching
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Publication:4974304
DOI10.1109/TAC.2008.928329zbMath1367.93664MaRDI QIDQ4974304
Publication date: 8 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
60H25: Random operators and equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
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