Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics (Q1263566)
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scientific article; zbMATH DE number 4127144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics |
scientific article; zbMATH DE number 4127144 |
Statements
Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics (English)
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1990
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See the preview in Zbl 0666.93130.
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multiplicative noise
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existence of a saddle-point estimator
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deterministic game-theoretic equivalence
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