Identification of continuous-time linear dynamic stochastic systems

zbMath0756.93080MaRDI QIDQ1175870

S. V. Skrobotov, O. Yu. Kul'chitskij

Publication date: 25 June 1992

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

zbMATH Keywords

linear stochastic differential equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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