Boundary value processes: Estimation and identification (Q916209)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary value processes: Estimation and identification |
scientific article |
Statements
Boundary value processes: Estimation and identification (English)
0 references
1990
0 references
The author studied the boundary value process, i.e. the solution to \[ dx_ t=A(t)x_ tdt+G(t)u(t)dt+B(t)dw_ t,\quad V^ 0x_ 0+V^ Tx_ T=v, \] and the associated smoothing and identification problem. Both lumped and distributed parameter models are considered. Some open problems on the subject are also given.
0 references
boundary value process
0 references
identification problem
0 references
distributed parameter models
0 references
0 references
0 references
0 references
0 references
