Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics
| Autor: | Phillis, Y. A. |
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| Zdroj: | Journal of Optimization Theory and Applications; January 1990, Vol. 64 Issue: 1 p153-168, 16p |
| Abstrakt: | The problem of estimation and control for discrete-time systems with multiplicative noise is examined. Such systems occur naturally in the modeling of stochastic systems with random or unknown coefficients and appear to be robust in contrast to LQG regulators which are sensitive to errors in the coefficients. |
| Databáze: | Supplemental Index |
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