Stochastic Filtering and Control.

Abstract

Some stochastic filtering problems for continuous process in manifolds have been solved and necessary and sufficient conditions for an optimal control of a continuous stochastic system in a sphere bundle have been obtained. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1977
Accession Number
ADA049992

Entities

People

  • T. E. Duncan

Organizations

  • University of Kansas

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Brownian Motion
  • Complex Variables
  • Differential Equations
  • Equations
  • Filtration
  • Functions (Mathematics)
  • Geometry
  • Mathematical Analysis
  • Mathematics
  • Meromorphic Functions
  • Polynomials
  • Probability
  • Rational Functions
  • Stochastic Control
  • Stochastic Processes
  • Transfer Functions

Readers

  • Computational Modeling and Simulation
  • Computer Science/Computer Engineering/Data Science/Digital Signal Processing.
  • Graph Algorithms and Convex Optimization.