Boundary value processes: Estimation and identification
type: Item
instance of: scholarly article
title: Boundary value processes: Estimation and identification
zbMATH Open document ID: 0703.60060
DOI: 10.1016/0898-1221(90)90077-W
author: Arunabha Bagchi
publication date: 1990-01-01T00:00:00Z
review text: The author studied the boundary value process, i.e. the solution to \[ dx_ t=A(t)x_ tdt+G(t)u(t)dt+B(t)dw_ t,\quad V^ 0x_ 0+V^ Tx_ T=v, \] and the associated smoothing and identification problem. Both lumped and distributed parameter models are considered. Some open problems on the subject are also given.
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4153615
zbMATH Keywords: boundary value process
zbMATH Keywords: identification problem
zbMATH Keywords: distributed parameter models
MaRDI profile type: Publication
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full work available at URL: 0898-1221(90)90077-w
OpenAlex ID: W2062427853
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4153615