State Distributions and Minimum Relative Entropy Noise...

State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case

Vladimirov, Igor G., Petersen, Ian R.
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Volume:
53
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/090765614
Date:
January, 2015
File:
PDF, 722 KB
english, 2015
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