scientific article; zbMATH DE number 610177

MaRDI QIDQ4297969zbMATH OpenFDO

Authors S. A. Minyuk

Publication date 16 August 1994

zbMATH Keywords

control and estimationfunctional-differential equationslinear stochastic integro-differential equations

Mathematics Subject Classification ID

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

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• On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
• Numerical solution of a system of functional differential equations in the filtration problem for delay systems
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• Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain
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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

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