... and Fox, 2009). Knowledge about X is incorporated by the means of the probability density function (pdf) π(x), which is referred to as the prior distribution. However, the high dimension of the state space ℝ^N forms an immanent issue with respect...

... then x_i∈R₊n for every x₀∈R₊n and all u_i∈R₊m, i∈Z₊. Systems theory Optimal control Control theory Linear systems State space A dynamical system...