State estimation and control synthesis for discrete linear systems with additive and multiplicative noise

zbMATH Open0417.93064MaRDI QIDQ755508FDOQ755508

Authors: P. V. Pakshin 

Publication date: 1978

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

control synthesisstate estimationdiscrete linear systemsadditive and multiplicative noise

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cited In (9)

• Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations
• The sensor network estimation with dropouts: anisotropy-based approach
• Anisotropy-based bounded real lemma for discrete-time systems with multiplicative noise
• Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching
• Linear estimation of continuous-discrete linear state space models with multiplicative noise
• Parametrization of all linear compensators for discrete-time stochastic parameter systems
• Mixed \(H_2/H_\infty\) performance analysis and state-feedback control design for networked systems with fading communication channels
• Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon
• Extended square-root covariance filtering algorithm for discrete-time systems with multiplicative and additive noises

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