Stochastic differential systems. I: Filtering and control. A function space approach
zbMATH Open0266.60040MaRDI QIDQ2562541FDOQ2562541
Authors: A. V. Balakrishnan 
Publication date: 1973
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60Gxx) Stochastic systems and control (93Exx)
Cited In (22)
- Bounded rationality in learning, perception, decision-making, and stochastic games
- On the separation principle with bounded controls
- Boundedness and asymptotic Behaviour of Solutions of some second-order nonlinear stochastic differential equations with delay
- Parameter estimation in linear filtering
- Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
- Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process
- Convergence results for continuous-time adaptive stochastic filtering algorithms
- On the saddle-point solution of a class of stochastic differential games
- Asymptotic behaviour of solutions of some second-order nonlinear differential equations
- Stochastic optimization theory in Hilbert spaces. I
- Continuous time systems identification with unknown noise covariance
- On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space
- Parameter estimation for continuous-time models - a survey
- Role of information in the stochastic zero-sum differential game
- Convergence of continuous-time partitioned adaptive state estimators
- Positive semigroups of operators and applications: Editors' introduction
- A minimax property of the Kalman filter
- Parameter estimation for point processes with partial observations: A filtering approach
- Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement
- A note on the structure of optimal stochastic controls
- On linear-quadratic Gaussian continuous-time Nash games
- Vector topologies and the representation of spaces of random variables
This page was built for publication: Stochastic differential systems. I: Filtering and control. A function space approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2562541)
