Optimal estimation for continous system with jump process

DOI10.1109/TAC.1974.1100550MaRDI QIDQ4766373zbMATH OpenFDO

Authors Satoru Fujishige, Yoshikazu Sawaragi

Publication date 1974

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1974.1100550

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Cited in

(1)

• Optimal control for linear continuous-time systems with general noises based upon sampled data

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