Upper and lower covariance bounds for perturbed linear systems

DOI10.1109/9.58509zbMath0723.93065OpenAlexW2111746812MaRDI QIDQ5202125

Ji-Han Xu, Robert E. Skelton, Guoming Zhu

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/9.58509

zbMATH Keywords

state covariance matrices

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

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