The inverse problem for rough controlled differential equations

DOI10.1137/140995982MaRDI QIDQ2945612zbMATH OpenOpenAlexFDO

Authors Joscha Diehl, I. Bailleul

Publication date 14 September 2015

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.2768

zbMATH Keywords

rough differential equationsrough paths theorysignal reconstruction

Mathematics Subject Classification ID

Inverse problems involving ordinary differential equations (34A55) Sensitivity (robustness) (93B35) Control/observation systems governed by ordinary differential equations (93C15) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Abstract: We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic filtering and statistics demonstrate the practical relevance of our result.

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Cited in

(3)

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