Certainty equivalence in constrained linear systems subject to stochastic disturbances

Ivo Batina, Anton A. Stoorvogel, Siep Weiland. Certainty equivalence in constrained linear systems subject to stochastic disturbances. In Proceedings of the 2004 American Control Conference, ACC 2004, Boston, MA, USA, June 30 - July 2, 2004. pages 2208-2213, IEEE, 2004. [doi]

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