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...

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Hlavní autoři:	Vasile Dragan, Samir Aberkane
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2024-05-01
Edice:	Entropy
Témata:	McKean–Vlasov stochastic differential equations filtering Riccati differential equations
On-line přístup:	https://www.mdpi.com/1099-4300/26/6/483
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