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This investigation deals with the quantitative assessment of the effects of two sources of uncertainty on the quadratic performance index used for controlling linear econometric models. The uncertainties that are most important are the errors in the parameters' estimates and the additive noise entering the dynamic equations. Errors in measurements are not considered here. An algorithm based upon the...
Journal:
1977 IEEE Conference on Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications
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