Design of single linear functional filters

DOI10.1080/00207177908922793MaRDI QIDQ3867698zbMATH OpenOpenAlexFDO

Authors E. Kondo, Teruo Sunaga, Ryuji Sakamoto

Publication date 1979

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177908922793

zbMATH Keywords

linear stochastic differential equationsquadratic cost functionsingle linear functional filtertime-invariant single-input system

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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