On a problem of perturbation restoration in stochastic differential equation

DOI10.1134/S0005117912030083zbMath1307.60086OpenAlexW2035045098WikidataQ113079802 ScholiaQ113079802MaRDI QIDQ2261742

V. L. Rozenberg

Publication date: 13 March 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117912030083

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates ⋮ Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information

Cites Work

• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Identification of time-varying systems
• Identification of nonstationary systems
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