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Controllability and observability of linear, stochastic, time-discrete control systems. (English) Zbl 0209.46205

Adv. Control Syst. 6, 95-158 (1968).

MSC:

93E03 Stochastic systems in control theory (general)
93B05 Controllability
93B07 Observability
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
93E10 Estimation and detection in stochastic control theory