Optimal estimates of the coordinates of systems with a time lag with respect to a set of continuous and discrete observations

DOI10.1016/0021-8928(86)90002-XzbMath0633.93062MaRDI QIDQ1096575

B. George

Publication date: 1986

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

zbMATH Keywords

continuous and discrete measurements; optimal estimates of coordinates; systems with a time lag

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E10: Estimation and detection in stochastic control theory

93E03: Stochastic systems in control theory (general)

34K99: Functional-differential equations (including equations with delayed, advanced or state-dependent argument)