Optimal filtering and filter stability of linear stochastic delay systems

DOI10.1109/TAC.1977.1101472zbMath0356.93038OpenAlexW2124208629MaRDI QIDQ4128365

Alan S. Willsky, Raymond H. Kwong

Publication date: 1977

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1977.1101472

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

F-reduction of the operator Riccati equation for hereditary differential systems ⋮ Stochastic control for linear discrete-time distributed-lag models ⋮ Control-delayed system properties via an ordinary model ⋮ Linear optimal control of systems with state and control variable delays

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