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Avtomatika i Telemekhanika, 1982, Issue 5, Pages 98–106 (Mi at5525)  
Stochastic Systems

Design of a stabilizing controller with incomplete information on the state for linear stochastic systems subjected to multiplicative noises

G. N. Mil'shtein

Sverdlovsk
Full-text PDF (1213 kB)
Abstract: The stabilizing controller consists of a Kalman filter and a feedback channel. The controller parameters are to minimize the integral performance criterion of the system.

Received: 10.03.1981
Bibliographic databases:
Document Type: Article
UDC: 62-501.42
Language: Russian
Citation: G. N. Mil'shtein, “Design of a stabilizing controller with incomplete information on the state for linear stochastic systems subjected to multiplicative noises”, Avtomat. i Telemekh., 1982, no. 5, 98–106; Autom. Remote Control, 43:5 (1982), 653–659
Citation in format AMSBIB
\Bibitem{Mil82}
\by G.~N.~Mil'shtein
\paper Design of a stabilizing controller with incomplete information on the state for linear stochastic systems subjected to multiplicative noises
\jour Avtomat. i Telemekh.
\yr 1982
\issue 5
\pages 98--106
\mathnet{http://mi.mathnet.ru/at5525}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=687117}
\zmath{https://zbmath.org/?q=an:0517.93060}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 5
\pages 653--659
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