Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates

DOI10.1134/S0965542516030143zbMath1339.93115OpenAlexW2464672110MaRDI QIDQ2630032

V. L. Rozenberg

Publication date: 8 July 2016

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542516030143

zbMATH Keywords

stochastic differential equationerror estimationdynamic reconstructionfinite-step algorithmincomplete input data

Mathematics Subject Classification ID

Related Items (4)

One dynamical input reconstruction problem: tuning of solving algorithm via numerical experiments ⋮ On a problem of dynamical input reconstruction for a system of special type under conditions of uncertainty ⋮ An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters ⋮ Dynamic reconstruction of disturbances in a quasilinear stochastic differential equation

Cites Work

• Some algorithms for the dynamic reconstruction of inputs
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• On a problem of perturbation restoration in stochastic differential equation
• On a reconstruction algorithm for the trajectory and control in a delay system
• Dynamic reconstruction of disturbances in stochastic differential equations
• A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations
• Stochastic differential equations. An introduction with applications.
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