Stabilizing solutions to coupled matrix Riccati differential equations associated to linear systems with Markovian jumping and multiplicative noise.
Vasile DraganToader MorozanPublished in: ECC (1999)
Keyphrases
- differential equations
- linear systems
- dynamical systems
- boundary value problem
- coefficient matrix
- multiplicative noise
- numerical solution
- difference equations
- sufficient conditions
- state space
- additive noise
- sparse linear systems
- synthetic aperture radar
- noise reduction
- sar images
- higher order
- optimal solution
- artificial neural networks
- genetic algorithm