State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case

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]

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