Stochastic Control and Non-Linear Filtering.

Abstract

The purpose of the paper is to briefly survey recent developments in theories of optimal stochastic control and non-linear filtering, for models with continuous time and continuous state parameters. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1971
Accession Number
AD0722875

Entities

People

  • Wendell Fleming

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Filters
  • Filtration
  • Linear Filtering
  • Mathematical Filters
  • Stochastic Control

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.