Optimal Interpolation for Linear Stochastic Systems
DOI10.1137/0322038zbMATH Open0553.93060OpenAlexW2090440061MaRDI QIDQ3216539FDOQ3216539
Authors: Michele Pavon 
Publication date: 1984
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0322038
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Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interpolation in approximation theory (41A05) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Realizations from input-output data (93B15) Data smoothing in stochastic control theory (93E14)
Cited In (6)
- The use of the stochastic arithmetic to estimate the value of interpolation polynomial with optimal degree
- Conditionally optimal interpolation of random processes defined by stochastic differential equations
- Conditionally optimal fixed-point interpolation of processes in stochastic differential systems
- Interpolation and optimal linear prediction
- On some procedures of interpolation of a partially Markov process
- An optimal linear interpolator for a class of stationary processes
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