Beschrijving
, N} is a random variable representing this uncertainty and (Ai’ B , C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, …
The problem of controlling or stabilizing a system of differential equa tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of \
