Discrete time LQG controls with control dependent noise
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Publication:1285495
DOI10.1016/S0167-6911(98)00092-9zbMath0913.93076OpenAlexW2066213880MaRDI QIDQ1285495
John B. Moore, Xun Yu Zhou, Andrew E. B. Lim
Publication date: 28 April 1999
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(98)00092-9
nonlinear stochastic systemsseparation theorembilinearLQG problemgeneralized discrete time Riccati equation
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