Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control (Q2871714)

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scientific article; zbMATH DE number 6243879
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Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control
scientific article; zbMATH DE number 6243879

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    Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control (English)
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    9 January 2014
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    minimal representation
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    matrix valued white stochastic processes
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    multiplicative white noise
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    stochastic parameters
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    optimal compensation
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    compensatability
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    UDU factorisation
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