The filtering problem in delayed systems and its relationship with the estimation problem under arbitrarily correlated plant noise

DOI10.1134/S1064562407010450zbMATH Open1327.93386OpenAlexW1983906863MaRDI QIDQ492485FDOQ492485

Authors: A. I. Matasov 

Publication date: 20 August 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562407010450

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by functional-differential equations (93C23) Control/observation systems with incomplete information (93C41)

Cites Work

• Introduction to functional differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean-square filtering problem in hereditary systems with nonzero initial conditions

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