Reduction of dimension of optimal estimation problems for dynamical systems with singular perturbations

DOI10.1134/S0965542514010102zbMath1313.34169OpenAlexW1995305362MaRDI QIDQ2940351

M. S. Osintsev, Vladimir Sobolev

Publication date: 26 January 2015

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

Full work available at URL: https://doi.org/10.1134/s0965542514010102

zbMATH Keywords

dynamical systemsLangevin equationoptimal estimationRiccati differential equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Invariant manifolds for ordinary differential equations (34C45) Singular perturbations for ordinary differential equations (34E15)

Related Items (1)

Unstable oscillating systems with hysteresis: problems of stabilization and control

Cites Work

• Singular perturbations in linearly quadratic optimal control problems
• Asymptotic decomposition of slow integral manifolds
• Asymptotic expansions of slow invariant manifolds and reduction of chemical kinetics models
• On Singular Singularly Perturbed Initial Value Problems
• Singular Perturbations and Hysteresis
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