scientific article; zbMATH DE number 610177

zbMATH Open0798.60045MaRDI QIDQ4297969FDOQ4297969

Authors: S. A. Minyuk 

Publication date: 16 August 1994

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

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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 (5)

• Numerical solution of a system of functional differential equations in the filtration problem for delay systems
• 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?)

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