scientific article; zbMATH DE number 610177

MaRDI QIDQ4297969zbMATH OpenFDO

Authors S. A. Minyuk

Publication date 16 August 1994

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)

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• 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
• Numerical solution of a system of functional differential equations in the filtration problem for delay systems
• Filtration of the state vector of a linear stochastic dynamic system with the modular structure of a measuring complex at discrete times
• Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain

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