scientific article; zbMATH DE number 5499068

zbMATH Open1157.65407MaRDI QIDQ5506062

Nicolai D. Christov, Petkov Petkov, M. M. Konstantinov

Publication date: 28 January 2009

Full work available at URL: https://eudml.org/doc/209556

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zbMATH Keywords

error estimatesconditioningmatrix Riccati equationslinear stochastic control systemsLQG designlinear-quadratic Gaussian designtriangular Lyapunov equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic systems in control theory (general) (93E03)

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