Estimation and Filter Stability of Stochastic Delay Systems
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Publication:4168468
DOI10.1137/0316043zbMath0387.93046OpenAlexW2159799089MaRDI QIDQ4168468
Alan S. Willsky, Raymond H. Kwong
Publication date: 1978
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0316043
Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Control problems for functional-differential equations (34K35) Stochastic analysis (60H99)
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Loop transfer recovery for linear systems with delays in the state and the output ⋮ Discrete approximation of nonlinear filtering for stochastic delay equations ⋮ F-reduction of the operator Riccati equation for hereditary differential systems ⋮ Linear optimal control of systems with state and control variable delays ⋮ Characterization of kernel functions associated with operator algebraic Riccati equations for linear delay systems
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