Optimizing estimation of a statistically undefined system
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Publication:1641942
DOI10.1134/S0005117918010022zbMath1391.93203OpenAlexW2791159378MaRDI QIDQ1641942
Publication date: 20 June 2018
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117918010022
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
Cites Work
- Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
- Optimality of linear algorithms in ``worst correlation problem
- Numerical approximations of generalized solutions of the Hamilton-Jacobi equations
- Minimax identification of a generalized uncertain-stochastic linear model
- The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty
- On procedures for constructing solutions in differential games on a finite interval of time
- Controlled Markov processes and viscosity solutions
- The Kalman filter: A robust estimator for some classes of linear quadratic problems
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