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Direct polynomial approach to discrete-time stochastic tracking. (English) Zbl 0517.93067


MSC:

93E20 Optimal stochastic control
93C35 Multivariable systems, multidimensional control systems
93C55 Discrete-time control/observation systems
93C05 Linear systems in control theory
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
12D05 Polynomials in real and complex fields: factorization
62M15 Inference from stochastic processes and spectral analysis
15A24 Matrix equations and identities
15A30 Algebraic systems of matrices
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