Igor G. Vladimirov, Ian R. Petersen. State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case. SIAM J. Control and Optimization, 53(3):1107-1153, 2015. [doi]
@article{VladimirovP15,
title = {State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case},
author = {Igor G. Vladimirov and Ian R. Petersen},
year = {2015},
doi = {10.1137/090765614},
url = {http://dx.doi.org/10.1137/090765614},
researchr = {https://researchr.org/publication/VladimirovP15},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {53},
number = {3},
pages = {1107-1153},
}