Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations
DOI10.1134/S0005117922090065zbMath1503.93047OpenAlexW4312617388MaRDI QIDQ2096164
A. V. Bosov, Andrey V. Borisov
Publication date: 16 November 2022
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117922090065
quadratic objective functioncontinuous-time Markov chainEuler-Maruyama schemediscretized filterlinear differential system controlwonham filter
Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)
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