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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control |
scientific article; zbMATH DE number 6243879 |
Statements
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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