Optimal Estimation of a Signal Generated Using a Dynamical System Modeled with McKean–Vlasov Stochastic Differential Equations
We consider, in this paper, the problem of state estimation for a class of dynamical systems governed via continuous-time McKean–Vlasov stochastic differential equations. The estimation problem is stated and solved under an <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="in...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2024-05-01
|
| Col·lecció: | Entropy |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/1099-4300/26/6/483 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|