Estimation of non-integral and integral quadratic functions in linear stochastic differential systems
DOI10.11568/KJM.2017.25.1.45zbMATH Open1461.93510OpenAlexW2609363275MaRDI QIDQ5208520FDOQ5208520
Authors:
Publication date: 8 January 2020
Full work available at URL: http://journal.kkms.org/index.php/kjm/article/download/460/352
Recommendations
- Estimation of the solutions of linear stochastic integral equations
- Constructive estimation of the Lyapunov function for quadratic nonlinear systems
- Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
- scientific article; zbMATH DE number 3923337
- scientific article; zbMATH DE number 1055514
- Nonquadratic estimators of a quadratic functional
- On the estimation of quadratic functionals
- On Parameter Estimation for Linear and Nonlinear Stochastic Systems
- scientific article; zbMATH DE number 3921621
estimationKalman filteringquadratic formwhite noisestochastic systemrandom processstate vectorintegral and non-integral functionals
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
Cites Work
- From moments of sum to moments of product
- Stochastic processes and filtering theory
- Expectations of products of quadratic forms in normal variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Introduction to random signals and applied Kalman filtering. With Matlab exercises and solutions
Cited In (1)
This page was built for publication: Estimation of non-integral and integral quadratic functions in linear stochastic differential systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5208520)
