Kalman-Bucy filtering for stochastic Volterra models

DOI10.1080/00207729508929044zbMath0827.93064OpenAlexW2008115137MaRDI QIDQ4698726

C. F. Alastruey, Manuel de la Sen

Publication date: 11 December 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729508929044

zbMATH Keywords

Riccati equationKalman-Bucy filterstochastic Volterra equationstime-delay problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control problems for functional-differential equations (34K35) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

• Mathematics of Kalman-Bucy filtering
• A way to stabilize linear systems with delayed state
• Generalized control systems, boundary control systems, and delayed control systems
• Stability and periodic solutions of ordinary and functional differential equations
• Observability and related structural results for linear hereditary systems†
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