On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces (Q1805245)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces |
scientific article; zbMATH DE number 753910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces |
scientific article; zbMATH DE number 753910 |
Statements
On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces (English)
0 references
12 June 1995
0 references
The linear least-square estimation problem is treated with both the state and the observation process governed by infinite-dimensional linear stochastic functional evolution equations in Hilbert space, the generators being allowed to be unbounded. A duality principle between the estimation and the linear-quadratic control problem is obtained. A representation of the solution process is given.
0 references
linear least square estimation
0 references
stochastic functional evolution equations
0 references
Hilbert space
0 references
duality
0 references
linear-quadratic control
0 references
0 references
0 references
