On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces

DOI10.1016/0096-3003(94)00089-MzbMath0829.93059OpenAlexW2047924762MaRDI QIDQ1805245

Mou-Hsiung Chang

Publication date: 12 June 1995

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)00089-m

zbMATH Keywords

Hilbert spacedualitylinear-quadratic controllinear least square estimationstochastic functional evolution equations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Representations for solutions of linear functional differential equations
• A theorem on duality between estimation and control for linear stochastic systems with time delay
• Stochastic differential equations in Hilbert space
• Infinite-Dimensional Filtering