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山东大学 [5]
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期刊论文 [10]
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KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
作者:
Ji, Shaolin
;
Kong, Chuiliu
;
Sun, Chuanfeng
;
Zhang, Ji-Feng
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2022/04/02
Kalman-Bucy filtering
minimum mean square estimator
drift uncertainty
convex operator
minimax theorem
backward stochastic differential equation
A robust Kalman-Bucy filtering problem
期刊论文
AUTOMATICA, 2020, 卷号: 122, 页码: 6
作者:
Ji, Shaolin
;
Kong, Chuiliu
;
Sun, Chuanfeng
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  |  
浏览/下载:3/0
  |  
提交时间:2021/04/26
Kalman-Bucy filters
Model uncertainty
Robust estimation
Minimum mean square estimator
Minimax theorem
Sublinear operator
Continuous-time stochastic consensus: Stochastic approximation and Kalman-Bucy filtering based protocols
期刊论文
AUTOMATICA, 2015, 卷号: 61, 页码: 146-155
作者:
Tang, Huaibin[1]
;
Li, Tao[2]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/04/30
Consensus
Stochastic system
Stochastic approximation
Kalman-Bucy filter
Asymptotic property
Continuous-time stochastic consensus: Stochastic approximation and Kalman-Bucy filtering based protocols
期刊论文
AUTOMATICA, 2015, 卷号: 61, 页码: 146-155
作者:
Tang, Huaibin
;
Li, Tao
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/17
Consensus
Stochastic system
Stochastic approximation
Kalman-Bucy
filter
Asymptotic property
Continuous-time stochastic consensus: Stochastic approximation and Kalman-Bucy filtering based protocols
期刊论文
Automatica, 2015, 页码: 146-155
作者:
Tang, Huaibin
;
Li, Tao
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浏览/下载:1/0
  |  
提交时间:2019/12/17
Consensus
Stochastic system
Stochastic approximation
Kalman-Bucy filter
Asymptotic property
Partially Observed Time-Inconsistency Recursive Optimization Problem and Application
期刊论文
Journal of Optimization Theory and Applications, 2014, 卷号: 161, 期号: 2, 页码: 664-687
作者:
Haiyang Wang
;
ZhenWu
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/17
Maximum principle
Time inconsistency
Equilibrium control
Kalman-Bucy filtering
Insurance premium policy
A Separation Theorem for Stochastic Singular Linear Quadratic Control Problem with Partial Information
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 2, 页码: 303-314
作者:
Ma, Hong-ji
;
Hou, Ting
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/23
singular optimal control
Kalman-Bucy filtering
separation theorem
linear systems
generalized differential Riccati equation
A Separation Theorem for Stochastic Singular Linear Quadratic Control Problem with Partial Information
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 页码: 303-314
作者:
Ma, Hong-ji
;
Hou, Ting
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  |  
浏览/下载:3/0
  |  
提交时间:2020/01/06
singular optimal control
Kalman-Bucy filtering
separation theorem
linear systems
generalized differential Riccati equation
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
期刊论文
2008, 卷号: 342, 期号: 2, 页码: 1280-1296
作者:
Wang, Guangchen[1,2]
;
Wu, Zhen[2]
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浏览/下载:1/0
  |  
提交时间:2019/12/28
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
期刊论文
Journal of Mathematical Analysis and Applications, 2008, 卷号: 342, 期号: 2, 页码: 1280-1296
作者:
Wang GC
;
Wu Z
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/26
backward stochastic differential equation
Feymnan-Kac formula
Kalman-Bucy filtering
linear quadratic non-zero sum differential game
recursive optimal control
stability
DIFFERENTIAL-EQUATIONS
MAXIMUM PRINCIPLE
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