Itô–Volterra Optimal State Estimation With Continuous, Multirate, Randomly Sampled, and Delayed Measurements

DOI10.1109/TAC.2007.892383zbMath1366.93648MaRDI QIDQ5282056

Michael V. Basin, Huichai Zhang, Mikhail Skliar

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Estimation and detection in stochastic control theory (93E10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

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