SEPARATION PRINCIPLE FOR STOCHASTIC EVOLUTION EQUATIONS

被引：27

作者：

CURTAIN, RF ^{[1
]}

ICHIKAWA, A ^{[1
]}

机构：

[1] UNIV WARWICK,CTR CONTROL THEORY,COVENTRY CV4 7AL,WARWICKSHIRE,ENGLAND

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1977年 / 15卷 / 03期

关键词：

D O I：

10.1137/0315025

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：367 / 383

页数：17

共 15 条

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[6] INFINITE-DIMENSIONAL RICCATI EQUATION FOR SYSTEMS DEFINED BY EVOLUTION OPERATORS [J].

CURTAIN, R ;

PRITCHARD, AJ .

SIAM JOURNAL ON CONTROL, 1976, 14 (05) :951-983

[7] ESTIMATION THEORY FOR ABSTRACT EVOLUTION EQUATIONS EXCITED BY GENERAL WHITE NOISE PROCESSES [J].

CURTAIN, RF .

SIAM JOURNAL ON CONTROL, 1976, 14 (06) :1124-1150

[8]

CURTAIN RF, 1975, 38 U WARW CONTR THEO

[9]

CURTAIN RF, TO BE PUBLISHED

[10]

CURTAIN RF, 1975, SIAM J CONTROL OPTIM, P89

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