A study of linear time-varying systems subject to stochastic disturbances

DOI10.1016/0005-1098(66)90004-5zbMATH Open0138.34106OpenAlexW1989697260MaRDI QIDQ2522012FDOQ2522012

Authors: S. Y. Chan, K. Chuang 

Publication date: 1966

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/33449

zbMATH Keywords

ordinary differential equations

Cites Work

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• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• On the Theory of the Brownian Motion II
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• On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory

Cited In (3)

• A Study of State Spaces and Conditional Probability Distributions of a Class of Distributed Parameter Stochastic Systems
• A Study of Effects on Optimal Control Systems Due to Variations in Plant Parameters
• Optimal Control of Linear Stochastic Systems

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