Estimation and control for a class of non-linear stochastic systems

DOI10.1080/00207728108963767MaRDI QIDQ3944468zbMATH OpenOpenAlexFDO

Authors Menahem Friedman, Y. Yavin

Publication date 1981

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728108963767

zbMATH Keywords

nonlinear stochastic systemperformance indexstate observer

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Optimality conditions for problems involving randomness (49K45) Diffusion processes (60J60) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites work

• Conditional Markov Processes
• Filtering and detection for doubly stochastic Poisson processes
• scientific article; zbMATH DE number 3278065 (Why is no real title available?)
• Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
• Observers for nonlinear stochastic systems
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Optimal controls that maximize the expectation of first passage time
• Optimal controls that maximize the probability of hitting a moving target

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