A martingale approach to state estimation in delay-differential systems
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Publication:1231329
DOI10.1016/0022-247X(76)90017-2zbMath0339.60037MaRDI QIDQ1231329
Publication date: 1976
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (3)
Stability for a class of nonlinear time-delay systems via Hamiltonian functional method ⋮ Stability analysis and H∞ control design for a class of nonlinear time‐delay systems ⋮ Control of linear stochastic time delayed systems
Cites Work
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- A new martingale approach to Kalman filtering
- On the filtering of certaistochastic processes with lag
- On stationary solutions of a stochastic differential equation
- A Martingale Approach to Continuous-Time Linear Smoothing
- A view of three decades of linear filtering theory
- Optimal estimator for linear stochastic systems described by functional differential equations
- A Martingale Approach to Linear Recursive State Estimation
- A Note on Least Squares Estimation by the Innovations Method
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