scientific article; zbMATH DE number 4035700
From MaRDI portal
Publication:3775441
codingfiltering problempredictionstochastic, partially observable (linear-in-unobservable state) systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Coding theorems (Shannon theory) (94A24)
Recommendations
- State Estimation and Control of Conditionally Linear Systems
- Filtering problems for conditionally linear systems with non-Gaussian initial conditions
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems
- Examples of optimal controls for linear stochastic control systems with partial observation
- Filtering formulae for partially observed linear systems with non-gaussian initial conditions
Cited in
(7)- Filtering problems for conditionally linear systems with non-Gaussian initial conditions
- Control of a hybrid conditionally linear Gaussian process
- Filtering problems with exponential criteria for general Gaussian signals
- scientific article; zbMATH DE number 3863083 (Why is no real title available?)
- State Estimation and Control of Conditionally Linear Systems
- A proof of the separability of prefiltering and coding (Corresp.)
- Filtering formulae for partially observed linear systems with non-gaussian initial conditions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3775441)
