On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
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Publication:1805245
DOI10.1016/0096-3003(94)00089-MzbMath0829.93059MaRDI QIDQ1805245
Publication date: 12 June 1995
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Hilbert space; duality; linear-quadratic control; linear least square estimation; stochastic functional evolution equations
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
93E03: Stochastic systems in control theory (general)
Cites Work
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- Linear stochastic evolution equations in Hilbert space
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- A theorem on duality between estimation and control for linear stochastic systems with time delay
- Stochastic differential equations in Hilbert space
- Infinite-Dimensional Filtering