Estimation and control of stochastic bilinear systems with prescribed degree of stability
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Publication:5202941
DOI10.1080/00207729108910663zbMath0725.93078MaRDI QIDQ5202941
Publication date: 1991
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729108910663
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
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Cites Work
- Infinite horizon optimal control of linear discrete time systems with stochastic parameters
- The influence of finite word length on digital optimal control
- Observer design for stochastic-parameter systems
- An Overview of Stochastic Bilinear Control Processes
- Stability of optimum linear estimators of stochastic signals in white multiplicative noise
- On the matrix Riccati equation for linear systems with random gain
- Optimal recursive estimation with uncertain observation