Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system

zbMath0646.93066MaRDI QIDQ1104298

I. E. Kazakov

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

algorithmcontrolcontinuous-timestatistical linearizationstochastic nonlinear systemconditionally optimal estimationconditionally optimal filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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