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Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients - MaRDI portal

Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients (Q3458644)

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Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients
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    Output‐based <i>H</i><sub>2</sub> optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients (English)
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    21 December 2015
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    \(H_{2}\) optimal filtering
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    Markov switching
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    periodic coefficients
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    Riccati equations
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