Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations (Q2096164)
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scientific article; zbMATH DE number 7617774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations |
scientific article; zbMATH DE number 7617774 |
Statements
Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations (English)
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16 November 2022
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linear differential system control
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continuous-time Markov chain
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quadratic objective function
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wonham filter
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Euler-Maruyama scheme
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discretized filter
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