scientific article; zbMATH DE number 1805760

MaRDI QIDQ3148993zbMATHFDO

Authors Vadim Azhmyakov

Publication date 13 May 2003

zbMATH Keywords

state estimationseparation theoremdiscrete-time approximationEuler discretizationrobust Kalman filterweighted recursive least squareslinearized stochastic differential equationswell-stirred bioreactor

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Application models in control theory (93C95) Optimal stochastic control (93E20)

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(4)

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