On dynamic behavior of stochastic systems with discontinuities in parameters

-In this paper an analysis and stochastic characterization of optimally controlled systems in the presence of environmental disturbances, additive input and observation noise, and subject to discontinuous-type parameter uncertainties is considered. As an illustrative example, the control of a spinning spacecraft is considered and some quantitative aspects of the stochastic behavior of the control and estimation signals following discontinuities in the controlled spacecraft parameters are discussed.