Correlation analysis and estimation of phase coordinates in linear non- Markov systems

zbMath0803.93034MaRDI QIDQ1335851

I. Ye. Kazakov

Publication date: 3 November 1994

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

examplesnon-Markov systemsnon-white noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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