On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On discrete-time Riccati-like matrix difference equations with random coefficients |
scientific article |
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On discrete-time Riccati-like matrix difference equations with random coefficients (English)
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1983
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stochastic discrete-time state-space linear system
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randomly varying parameters
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Riccati-like matrix difference equation
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