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State estimation and control synthesis for discrete linear systems with additive and multiplicative noise. (English. Russian original) Zbl 0417.93064

Autom. Remote Control 39, 526-536 (1978); translation from Avtom. Telemekh. 1978, No. 4, 75-85 (1978).

MSC:

93E10 Estimation and detection in stochastic control theory
93E20 Optimal stochastic control
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
93B35 Sensitivity (robustness)
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