Application of optimal nonlinear filtering equations to some problems in control theory and information theory
Part of the Applications of Mathematics book series (SMAP, volume 6)
In this section the results obtained in Section 14.3 for linear control problems (using incomplete data) with quadratic performance index are extended to the case of continuous time.
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Notes and references
- Zigangirov K. Sh., Transmission of messages through a binary Gaussian channel with feedback. Problemy peredachi informatsii 3, 2 (1967), 98–101.Google Scholar
- Khasminsky R. Z., Stability of Differential Equations Systems Given Random Disturbances of Their Parameters. “Nauka,” Moscow, 1969.Google Scholar
- Nevelson M. B., Khasminsky R. Z., Stochastic Approximation and Recursive Estimation. “Nauka,” Moscow, 1972.Google Scholar
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