Algorithm for the continuous estimation of a disturbance in a stochastic differential equation

DOI10.1134/S0081543811090112MaRDI QIDQ741197zbMATH OpenOpenAlexWikidataFDO

Authors V. L. Rozenberg

Publication date 10 September 2014

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543811090112

zbMATH Keywords

stochastic differential equationcontinuous estimation of disturbancemethod of auxiliary models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 46688 (Why is no real title available?)
• scientific article; zbMATH DE number 923341 (Why is no real title available?)
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Dynamical inverse problems of distributed systems
• One problem on stable tracking of motion

Cited in

(6)

• An algorithm of measurement processing for piecewise continuous noise
• Discontinuous gradient algorithm for finite-time estimation of time-varying parameters
• Procedure of stochastic approximation with disturbances at the input
• scientific article; zbMATH DE number 3918225 (Why is no real title available?)
• scientific article; zbMATH DE number 6006767 (Why is no real title available?)
• Extending a class of continuous estimation of distribution algorithms to dynamic problems

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