In this chapter we bring the discrete-time counterpart of Chapter 2 where we solve the state-feedback control and filtering problems with the aid of the discrete-time stochastic BRL, which is fully derived in the chapter. We then, solve the finite-horizon and the stationary output-feedback control problems.
|Title of host publication||H-Control and Estimation of State-multiplicative Linear Systems|
|Number of pages||28|
|ISBN (Print)||1852339977, 9781852339975|
|State||Published - 21 Sep 2005|
|Name||Lecture Notes in Control and Information Sciences|