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

DOI10.1134/S0081543811090112zbMATH Open1296.60158OpenAlexW2077828996WikidataQ115248041 ScholiaQ115248041MaRDI QIDQ741197FDOQ741197

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

Recommendations

• Dynamic reconstruction of disturbances in stochastic differential equations
• On a problem of perturbation restoration in stochastic differential equation
• Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information
• On one algorithm for reconstruction of an disturbance in a linear system of ordinary differential equations
• Dynamic reconstruction of disturbances in a quasilinear stochastic differential equation

zbMATH Keywords

stochastic differential equationcontinuous estimation of disturbancemethod of auxiliary models

Mathematics Subject Classification ID

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

Cites Work

• Dynamical inverse problems of distributed systems
• Title not available (Why is that?)
• One problem on stable tracking of motion
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Title not available (Why is that?)

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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Extending a class of continuous estimation of distribution algorithms to dynamic problems

This page was built for publication: Algorithm for the continuous estimation of a disturbance in a stochastic differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q741197)