Optimal filtering for a class of linear Itô stochastic systems: The dichotomic case.

Vasile Dragan Samir Aberkane Ioan-Lucian Popa

Published in: Autom. (2018)

Keyphrases

stochastic systems
convex sets
conservation laws
worst case
optimal solution
dynamic programming
linear combination
sample path
markov chain
optimal control
stochastic models