Estimation of the solutions of linear stochastic integral equations

DOI10.1016/0021-8928(87)90010-4zbMath0684.93080OpenAlexW2037357904MaRDI QIDQ1825848

Leonid Shaikhet, V. B. Kolmanovskij

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0021-8928(87)90010-4

zbMATH Keywords

delayed observationsoptimal filteringlinear stochastic Volterra equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

• Neutral-type systems with aftereffects
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