scientific article; zbMATH DE number 610177

zbMATH Open0798.60045MaRDI QIDQ4297969FDOQ4297969

S. A. Minyuk

Publication date: 16 August 1994

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

zbMATH Keywords

functional-differential equationscontrol and estimationlinear stochastic integro-differential equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic functional-differential equations (34K50) Stochastic analysis (60H99)

Cited In (4)

• Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain
• Filtration of the state vector of a linear stochastic dynamic system with the modular structure of a measuring complex at discrete times
• On a method for an effective calculation of optimal estimates in problems of filtration of random processes for certain nonlinear evolution differential equations in Hilbert space. Part II
• Title not available (Why is that?)

   Recommendations

• Title not available (Why is that?) 👍 👎
• On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• On some optimal filtration problems for linear systems with delay 👍 👎

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 Q4297969)