Variance-constrained multiobjective filtering for uncertain continuous-time stochastic systems.

Zidong Wang Huisheng Shu

Published in: Int. J. Syst. Sci. (2000)

Keyphrases

stochastic systems
multi objective
stochastic models
markov chain
sample path

evolutionary algorithm
optimization algorithm
stochastic processes
conservation laws
confidence intervals

objective function
genetic algorithm
optimal control
markov processes

state space
neural network
dynamical systems
optimization problems