Filtering and stochastic control: A historical perspective

被引：51

作者：

Mitter, SK ^{[1
]}

机构：

[1] MIT,INFORMAT & DECIS SYST LAB,CAMBRIDGE,MA 02139

来源：

IEEE CONTROL SYSTEMS MAGAZINE | 1996年 / 16卷 / 03期

关键词：

D O I：

10.1109/37.506400

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

[No abstract available]

引用

页码：67 / 76

页数：10

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[3]

[Anonymous], 2010, Dynamic programming

[4]

[Anonymous], 1969, APPL OPTIMAL CONTROL

[5]

[Anonymous], ASME J BASIC ENG, DOI DOI 10.1115/1.3662552

[6]

Benes V. E., 1981, Stochastics, V5, P65, DOI 10.1080/17442508108833174

[7]

BENSOUSSAN A, 1985, SIAM J CONTROL OPTIM, V23

[8] LOWER BOUND ON ESTIMATION ERROR FOR CERTAIN DIFFUSION PROCESSES [J].

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ZAKAI, M .

BODE, HW ;

SHANNON, CE .

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[10]

Borkar VS, 1989, PITMAN RES NOTES MAT, V203, P213