The following pages link to (Q3878440):
Displayed 50 items.
- A simple proof for the Kalman-Bucy smoothed estimate formula (Q689529) (← links)
- A quantitative genetic model for growth, shape, reaction norms, and other infinite-dimensional characters (Q752050) (← links)
- Sensors and controllers location in distributed systems - A survey (Q761399) (← links)
- On the existence of optimal solutions in a stochastic control model (Q795010) (← links)
- Relationships between measures induced by Itô and white noise linear equations (Q799033) (← links)
- Minimax estimation for singular linear multivariate models with mixed uncertainty (Q860340) (← links)
- Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363) (← links)
- External bounds and step controllability of the linear interval system (Q1002919) (← links)
- Boundary value problems arising in Kalman filtering (Q1009391) (← links)
- Interactive statistical mechanics and nonlinear filtering (Q1012660) (← links)
- Stochastic problems in \(H_{\infty}\) and \(H_{2}/ H_{\infty}\) control (Q1027686) (← links)
- Optimal information acquisition for a linear quadratic control problem (Q1042161) (← links)
- Prediction principles for time-delay system controller synthesis (Q1052282) (← links)
- Scattering theory and linear state-space estimation (Q1087854) (← links)
- LQG optimal and robust controller design for nonlinear stochastic systems: Multivariable case (Q1101407) (← links)
- Inefficiency of credible strategies in oligopolistic resource markets with uncertainty (Q1102169) (← links)
- Diffusion premiums for claim severities subject to inflation (Q1110973) (← links)
- LQG controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbations (Q1120539) (← links)
- Controllability of stochastic linear systems (Q1162483) (← links)
- The singular \(H_ 2\) control problem (Q1194991) (← links)
- Stochastic differential equations for compounded risk reserves (Q1263913) (← links)
- Discrete time LQG controls with control dependent noise (Q1285495) (← links)
- Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics (Q1317936) (← links)
- Control of a hybrid conditionally linear Gaussian process (Q1321204) (← links)
- Mixed \(H_ 2| H_ \infty\) control in a stochastic framework (Q1329954) (← links)
- Nonlinear state estimation, indistinguishable states, and the extended Kalman filter (Q1404838) (← links)
- Estimation problems in an input-and-output system (Q1569968) (← links)
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- Optimal control for stochastic nonlinear singular system using neural networks (Q2389696) (← links)
- Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems (Q2472665) (← links)
- Fundamental sets of fractal functions (Q2473318) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations (Q2489769) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Kalman filter for controlled hybrid systems (Q2503525) (← links)
- Multi-target linear-quadratic control problem and second-order cone programming (Q2503601) (← links)
- Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks (Q2518641) (← links)
- STOCHASTIC OPTIMAL CONTROL FOR JUMP SYSTEMS WITH APPLICATION TO SAMPLED-DATA SYSTEMS (Q2746390) (← links)
- Full and reduced-order observer-based controller design for<i>H</i><sub>2</sub>-optimization (Q3139965) (← links)
- A stochastic version of Thiele's differential equation (Q3142171) (← links)
- Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems (Q3158153) (← links)
- Nonparametric estimation: The survival function (Q3357354) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- Optimal overtaking control for linear time-varying systems (Q3479117) (← links)
- A FILTERING PROBLEM FOR A LINEAR STOCHASTIC EVOLUTION EQUATION DRIVEN BY A FRACTIONAL BROWNIAN MOTION (Q3548296) (← links)
- On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285) (← links)
- FIML estimation of dynamic econometric systems from inconsistent data (Q3675389) (← links)
- Filtering and controal of stochastic differential equations with unbounded coefficients (Q3730729) (← links)
- On the small time behavior of the nonlinear estimation problem for finite bandwidth signals (Q3795577) (← links)