Optimal Interpolation for Linear Stochastic Systems
From MaRDI portal
Interpolation in approximation theory (41A05) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Realizations from input-output data (93B15) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)
Recommendations
- Conditionally optimal fixed-point interpolation of processes in stochastic differential systems
- An optimal linear interpolator for a class of stationary processes
- Conditionally optimal interpolation of random processes defined by stochastic differential equations
- An interpolated stochastic algorithm for quasi-linear PDEs
- scientific article; zbMATH DE number 176114
- Publication:5748759
- Optimal regularization of solutions of approximate stochastic systems of linear algebraic equations
- Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems
- OPTIMAL UNIVERSALLY STABLE INTERPOLATION
- Optimal estimation of linear discrete-time systems with stochastic parameters
Cited in
(6)- An optimal linear interpolator for a class of stationary processes
- Conditionally optimal fixed-point interpolation of processes in stochastic differential systems
- Conditionally optimal interpolation of random processes defined by stochastic differential equations
- The use of the stochastic arithmetic to estimate the value of interpolation polynomial with optimal degree
- Interpolation and optimal linear prediction
- On some procedures of interpolation of a partially Markov process
This page was built for publication: Optimal Interpolation for Linear Stochastic Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3216539)
