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Avtomatika i Telemekhanika, 1985, Issue 2, Pages 79–86 (Mi at6887)  
This article is cited in 4 scientific papers (total in 4 papers)

Stochastic Systems

Optimal control of observations in the filtering of diffusion processes. I

B. M. Miller

Moscow
Full-text PDF (1153 kB) Citations (4)
Abstract: The paper is concerned with control of observations in a general statement of the problem which makes it possible to describe in a unified way digital and continuous observations. A theorem is proved whereby optimal control exists as a matrix measure satisfying constraints of a mixed type.

Received: 19.03.1984
Bibliographic databases:
Document Type: Article
UDC: 62-505, 532.72
Language: Russian
Citation: B. M. Miller, “Optimal control of observations in the filtering of diffusion processes. I”, Avtomat. i Telemekh., 1985, no. 2, 79–86; Autom. Remote Control, 46 (1985), 207–214
Citation in format AMSBIB
\Bibitem{Mil85}
\by B.~M.~Miller
\paper Optimal control of observations in the filtering of diffusion processes.~I
\jour Avtomat. i Telemekh.
\yr 1985
\issue 2
\pages 79--86
\mathnet{http://mi.mathnet.ru/at6887}
\zmath{https://zbmath.org/?q=an:0574.93072}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\pages 207--214
Linking options:
  • https://www.mathnet.ru/eng/at6887
  • https://www.mathnet.ru/eng/at/y1985/i2/p79
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :71
     
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