Impulse control in Kalman-like filtering problems

DOI10.1155/S104895339800001XMaRDI QIDQ1264405zbMATH OpenOpenAlexFDO

Authors Michael Basin, M. A. Pinsky

Publication date 9 February 1999

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

Full work available at URL https://eudml.org/doc/48055

zbMATH Keywords

transition matrixfiltering equationsimpulse control approachKalman-like filtering problemsobservation equationscalar nonlinear state and nonlinear observation equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stability theory of functional-differential equations (34K20) Observability (93B07) Stability of control systems (93D99)

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(4)

• Control of Kalman-like filters using impulse and continuous feedback design
• An impulsive delay discrete stochastic neural network fractional-order model and applications in finance
• On the Mittag-Leffler stability of impulsive fractional solow-type models
• On the problem of impulse measurement feedback control

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