On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces (Q1805245)
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| Language | Label | Description | Also known as |
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| English | On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces |
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On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces (English)
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12 June 1995
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The linear least-square estimation problem is treated with both the state and the observation process governed by infinite-dimensional linear stochastic functional evolution equations in Hilbert space, the generators being allowed to be unbounded. A duality principle between the estimation and the linear-quadratic control problem is obtained. A representation of the solution process is given.
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linear least square estimation
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stochastic functional evolution equations
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Hilbert space
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duality
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linear-quadratic control
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