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Control and System Theory of Discrete-Time Stochastic Systems - MaRDI portal

Control and System Theory of Discrete-Time Stochastic Systems (Q4964667)

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scientific article; zbMATH DE number 7317082
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Control and System Theory of Discrete-Time Stochastic Systems
scientific article; zbMATH DE number 7317082

    Statements

    Control and System Theory of Discrete-Time Stochastic Systems (English)
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    2 March 2021
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    stochastic control
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    stochastic system
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    stochastic realization
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    filter
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    estimator
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    Gaussian system
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    Bernoulli-Beta system
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    Poisson-Gamma system
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    Gamma-Gamma system
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    output finite-state polytopic system
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    \(\sigma\)-algebraic system
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    complete observation
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    partial observation
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    finite horizon
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    infinite horizon
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