Cost function calculation for stationary, linear-quadratic systems with colored noise (Q4031523)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cost function calculation for stationary, linear-quadratic systems with colored noise |
scientific article |
Statements
Cost function calculation for stationary, linear-quadratic systems with colored noise (English)
0 references
1 April 1993
0 references
linear dynamic system
0 references
constant matrix coefficients
0 references
stochastic control problem
0 references
