Estimation of the solutions of linear stochastic integral equations

DOI10.1016/0021-8928(87)90010-4MaRDI QIDQ1825848zbMATH OpenOpenAlexFDO

Authors V. B. Kolmanovskii, Leonid Shaikhet

Publication date 1987

Published in Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-8928(87)90010-4

zbMATH Keywords

optimal filteringlinear stochastic Volterra equationdelayed observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Cites work

• scientific article; zbMATH DE number 3904474 (Why is no real title available?)
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• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• Neutral-type systems with aftereffects

Cited in

(7)

• An estimation problem for linear stochastic equations with memory
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• scientific article; zbMATH DE number 3900003 (Why is no real title available?)
• Filtering of stochastic delayed differential equations in Hilbert spaces
• An initial-value solution of the least-squares estimation problem with degenerate covariance
• scientific article; zbMATH DE number 175904 (Why is no real title available?)
• Estimation of non-integral and integral quadratic functions in linear stochastic differential systems

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