Estimation and Stochastic Control for Linear Infinite-Dimensional Systems

Author:

CURTAIN RUTH F.

Publisher

Elsevier

Reference49 articles.

1. “Applied Functional Analysis,”;Balakrishnan,1976

2. Identification and control of a class of distributed systems with boundary noise;Balakrishnan,1974

3. “Filtrage Optimal des Systemes Lineaires.”;Bensoussan,1971

4. Optimal control of stochastic linear distributed parameter systems;Bensoussan;SIAM J. Control,1975

5. Chojnowska-Michalik, A., Stochastic differential equations in Hilbert spaces and their applications, Proceedings of the Banach Cent. Prob. Semester, Warsaw, 1976.

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The Stochastic Linear Quadratic Optimal Control Problem on Hilbert Spaces: The Case of Non-analytic Systems;Applied Mathematics & Optimization;2023-04-07

2. Filtering and controal of stochastic differential equations with unbounded coefficients;Stochastic Analysis and Applications;1986-01

3. Linear stochastic itô equations in Hilbert space;Stochastic Control Theory and Stochastic Differential Systems

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