Estimation of the solutions of linear stochastic integral equations

DOI10.1016/0021-8928(87)90010-4zbMATH Open0684.93080OpenAlexW2037357904MaRDI QIDQ1825848FDOQ1825848

Authors: V. B. Kolmanovskii, Leonid Shaikhet 

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0021-8928(87)90010-4

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zbMATH Keywords

optimal filteringlinear stochastic Volterra equationdelayed observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

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Cited In (7)

• An estimation problem for linear stochastic equations with memory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Filtering of stochastic delayed differential equations in Hilbert spaces
• Title not available (Why is that?)
• An initial-value solution of the least-squares estimation problem with degenerate covariance
• Estimation of non-integral and integral quadratic functions in linear stochastic differential systems

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