Partially observable linear systems under dependent noises

zbMath1012.93001MaRDI QIDQ1862138

Agamirza E. Bashirov

Publication date: 10 March 2003

Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)

zbMATH Keywords

optimal controlestimationsmoothingdualityseparation principlefilteringstochastic controllabilityinfinite-dimensional spacescolored noiseswide band noiseshifted white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Controllability (93B05) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) White noise theory (60H40) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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