On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces

DOI10.1016/0096-3003(94)00089-MzbMath0829.93059MaRDI QIDQ1805245

Mou-Hsiung Chang

Publication date: 12 June 1995

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

Hilbert space; duality; linear-quadratic control; linear least square estimation; stochastic functional evolution equations

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems

93E03: Stochastic systems in control theory (general)

Cites Work

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• Linear stochastic evolution equations in Hilbert space
• Stability of linear functional equations on Banach spaces
• Representation of solutions and stability of linear differentialdifference equations in a Banach space
• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• Representations for solutions of linear functional differential equations
• A theorem on duality between estimation and control for linear stochastic systems with time delay
• Stochastic differential equations in Hilbert space
• Infinite-Dimensional Filtering