Algorithm for the continuous estimation of a disturbance in a stochastic differential equation

DOI10.1134/S0081543811090112zbMath1296.60158OpenAlexW2077828996WikidataQ115248041 ScholiaQ115248041MaRDI QIDQ741197

V. L. Rozenberg

Publication date: 10 September 2014

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543811090112

zbMATH Keywords

stochastic differential equationmethod of auxiliary modelscontinuous estimation of disturbance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Dynamical inverse problems of distributed systems
• One problem on stable tracking of motion

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