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Avtomatika i Telemekhanika, 1980, Issue 12, Pages 29–34 (Mi at7239)  
Stochastic Systems

On existence of solutions in problems of suboptimal estimation

M. L. Dashevskii

Moscow
Full-text PDF (957 kB)
Abstract: Examples are given of continuous systems which are described by stochastic differential equations for which, with conditionally optimal estimation of differential equations for which, with conditionally optimal estimation of variables and parameters, there are no solutions which would lead to a minimal variance of the estimate error at each time from a specific interval.

Received: 14.02.1980
Bibliographic databases:
Document Type: Article
UDC: 62-505.3
Language: Russian
Citation: M. L. Dashevskii, “On existence of solutions in problems of suboptimal estimation”, Avtomat. i Telemekh., 1980, no. 12, 29–34; Autom. Remote Control, 41:12 (1981), 1649–1653
Citation in format AMSBIB
\Bibitem{Das80}
\by M.~L.~Dashevskii
\paper On existence of solutions in problems of suboptimal estimation
\jour Avtomat. i Telemekh.
\yr 1980
\issue 12
\pages 29--34
\mathnet{http://mi.mathnet.ru/at7239}
\zmath{https://zbmath.org/?q=an:0465.93073}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 41
\issue 12
\pages 1649--1653
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