Further results on the uncertainty threshold principle
- 1 October 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (5), 866-868
- https://doi.org/10.1109/tac.1977.1101633
Abstract
Additional quantitative results are presented for the existence of optimal decision rules and stochastic stability for linear systems with white random parameters with respect to quadratic performance criteria by examining a specific version of a multivariable optimization problem.Keywords
This publication has 3 references indexed in Scilit:
- The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertaintyIEEE Transactions on Automatic Control, 1977
- On the matrix Riccati equation for linear systems with random gainIEEE Transactions on Automatic Control, 1976
- Analysis of a discrete matrix Riccati equation of linear control and Kalman filteringJournal of Mathematical Analysis and Applications, 1973