Identification of linear stochastic systems based on partial information

DOI10.1155/S1048953395000220zbMath0831.93063MaRDI QIDQ1897834

Yanyan Li

Publication date: 10 September 1995

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

Full work available at URL: https://eudml.org/doc/47351

zbMATH Keywords

identificationoptimal controlsimulated annealing algorithmlinear stochastic system

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

An identification problem for partially observed infinite dimensional linear stochastic systems

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