Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters
The authors consider the finite-horizon optimal compensation problem in the case of linear time-varying discrete-time systems with deterministic and white stochastic parameters and quadratic criteria. They present strengthened discrete-time optimal projection equations on the basis of which, together with the associated boundary conditions, numerical algorithms are given to solve the two point boundary value problem.
scientific article; zbMATH DE number 1325714