scientific article; zbMATH DE number 6706346

zbMATH Open1374.60001MaRDI QIDQ2977752FDOQ2977752

Debasish Roy, G. Visweswara Rao

Publication date: 20 April 2017

Title of this publication is not available (Why is that?)

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• Optimization and identification of stochastic systems
• Fundamentals of stochastic filtering
• Stochastic observability and applications

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Approximation methods and numerical treatment of dynamical systems (37M99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (5)

• Title not available (Why is that?)
• Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems
• Uncertainties in the 2004 Sumatra–Andaman source through nonlinear stochastic inversion of tsunami waves
• Title not available (Why is that?)
• Stochastic Analysis, Filtering, and Stochastic Optimization

Uses Software

• Matlab

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