Partially observable linear systems under dependent noises

zbMath1012.93001MaRDI QIDQ1862138

Agamirza E. Bashirov

Publication date: 10 March 2003

Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)

zbMATH Keywords

optimal controlestimationsmoothingdualityseparation principlefilteringstochastic controllabilityinfinite-dimensional spacescolored noiseswide band noiseshifted white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Controllability (93B05) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) White noise theory (60H40) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Second order necessary conditions of optimality for stochastic systems with variable delay ⋮ Linear filtering for wide band noise driven observation systems ⋮ Controllability of nonlinear stochastic fractional neutral systems with multiple time varying delays in control ⋮ Process-Controllability of Semilinear Evolution Equations and Applications ⋮ Operator means of probability measures and generalized Karcher equations ⋮ Approximation of fractional Brownian motion by martingales ⋮ On partial complete controllability of semilinear systems ⋮ Boundary controllability of nonlinear stochastic fractional systems in Hilbert spaces ⋮ Invariant Kalman filter for correlated wide band noises ⋮ Impulsive semilinear heat equation with delay in control and in state ⋮ Boundary value problems arising in Kalman filtering ⋮ Delay structure of wideband noises with application to filtering problems ⋮ Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise ⋮ Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation

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