filtering of stationary continuous-time linear systems with stochastic uncertainties.
Eli GershonDavid J. N. LimebeerUri ShakedIsaac YaeshPublished in: IEEE Trans. Autom. Control. (2001)
Keyphrases
- linear systems
- dynamical systems
- markov processes
- optimal control problems
- control theory
- non stationary
- stochastic processes
- sufficient conditions
- linear equations
- sparse linear systems
- coefficient matrix
- differential equations
- state space
- global optimization
- markov chain
- linear programming
- stochastic differential equations
- neural network
- expert systems
- machine learning