An approximate method for solving stochastic guaranteed estimation problem in hereditary systems

MaRDI QIDQ2770830zbMATH OpenFDO

Authors V. B. Kolmanovskii, N. K. Kopylova, A. I. Matasov

Publication date 8 July 2002

Published in Dynamic Systems and Applications (Search for Journal in Brave)

zbMATH Keywords

hereditary systemsKalman filter

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 858182
• States estimate of hereditary stochastic systems
• scientific article; zbMATH DE number 89739
• scientific article; zbMATH DE number 1179815
• Comparison of stochastic and guaranteed approaches to the estimation of the state of dynamic systems
• Approximations of Stochastic Hybrid Systems
• Minimax filtering problems in hereditary systems: A new approach to approximate solution
• Guaranteed estimation problem for multi-step systems
• scientific article; zbMATH DE number 1178239

Cited in

(6)

• Minimax filtering problems in hereditary systems: A new approach to approximate solution
• A survey: stability and boundedness of Volterra difference equations
• About an estimation problem of a linear system with delay of information
• States estimate of hereditary stochastic systems
• scientific article; zbMATH DE number 1179815 (Why is no real title available?)
• Mean-square filtering problem in hereditary systems with nonzero initial conditions

This page was built for publication: An approximate method for solving stochastic guaranteed estimation problem in hereditary systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2770830)