Approximation of Itô Integrals Arising in Stochastic Time-Delayed Systems

DOI10.1137/0322055zbMath0549.93052OpenAlexW2171828994MaRDI QIDQ3342311

Arunabha Bagchi

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0322055

zbMATH Keywords

parameter estimationRadon-Nikodym derivativewhite noise modellinear stochastic system with a finite number of delays

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic approximation (62L20) Stochastic integrals (60H05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (1)

Boundary value processes: Estimation and identification

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