States estimate of hereditary stochastic systems

DOI10.1080/07362998908809190zbMath0691.93053OpenAlexW2000568103MaRDI QIDQ3033667

Leonid Shaikhet, V. B. Kolmanovskij

Publication date: 1989

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998908809190

zbMATH Keywords

interpolationsmoothingfilteringGaussian stochastic processesstochastic hereditary systemslinear observations with delays

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (2)

Filtering for a signal given by a linear stochastic retarded differential equation ⋮ Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results

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