Discrete time LQG controls with control dependent noise (Q1285495)
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scientific article; zbMATH DE number 1281025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time LQG controls with control dependent noise |
scientific article; zbMATH DE number 1281025 |
Statements
Discrete time LQG controls with control dependent noise (English)
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28 April 1999
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separation theorem
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nonlinear stochastic systems
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bilinear
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generalized discrete time Riccati equation
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LQG problem
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