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Design of a stabilizing controller with incomplete state data for linear stochastic systems with multiplicative noise

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Publication:1053655
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zbMath0517.93060MaRDI QIDQ1053655

G. N. Mil'shtejn

Publication date: 1982

Published in: Automation and Remote Control (Search for Journal in Brave)


zbMATH Keywords

multiplicative noisestochastic stabilizabilityincomplete state data


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)


Related Items (3)

Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise ⋮ Vertex‐dependent filtering of retarded uncertain state‐multiplicative noisy systems ⋮ On the estimation of the covariance of the continuous multiplicative systems




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