Bishop, Adrian N.; Del Moral, Pierre On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering. (English) Zbl 1526.93257 Math. Control Signals Syst. 35, No. 4, 835-903 (2023). MSC: 93E11 PDFBibTeX XMLCite \textit{A. N. Bishop} and \textit{P. Del Moral}, Math. Control Signals Syst. 35, No. 4, 835--903 (2023; Zbl 1526.93257) Full Text: DOI arXiv OA License
Vidyasagar, M. Convergence of stochastic approximation via martingale and converse Lyapunov methods. (English) Zbl 1518.93148 Math. Control Signals Syst. 35, No. 2, 351-374 (2023). MSC: 93E15 93D20 60G48 PDFBibTeX XMLCite \textit{M. Vidyasagar}, Math. Control Signals Syst. 35, No. 2, 351--374 (2023; Zbl 1518.93148) Full Text: DOI arXiv
Maass, Alejandro I.; Nešić, Dragan; Postoyan, Romain; Tan, Ying On state estimation for nonlinear systems under random access wireless protocols. (English) Zbl 1507.93230 Math. Control Signals Syst. 35, No. 1, 187-213 (2023). MSC: 93E10 93D25 93E15 93C10 93B70 PDFBibTeX XMLCite \textit{A. I. Maass} et al., Math. Control Signals Syst. 35, No. 1, 187--213 (2023; Zbl 1507.93230) Full Text: DOI
Redmann, Martin; Jamshidi, Nahid Gramian-based model reduction for unstable stochastic systems. (English) Zbl 1505.93031 Math. Control Signals Syst. 34, No. 4, 855-881 (2022). MSC: 93B11 93E03 93C05 PDFBibTeX XMLCite \textit{M. Redmann} and \textit{N. Jamshidi}, Math. Control Signals Syst. 34, No. 4, 855--881 (2022; Zbl 1505.93031) Full Text: DOI arXiv
Vladimirov, Igor G.; Petersen, Ian R. Direct coupling coherent quantum observers with discounted mean square performance criteria and penalized back-action. (English) Zbl 1513.81076 Math. Control Signals Syst. 34, No. 3, 607-646 (2022). MSC: 81Q93 93E11 81P16 65K10 49J40 49M05 93B25 70G65 17B45 81P45 PDFBibTeX XMLCite \textit{I. G. Vladimirov} and \textit{I. R. Petersen}, Math. Control Signals Syst. 34, No. 3, 607--646 (2022; Zbl 1513.81076) Full Text: DOI arXiv
Dokuchaev, Nikolai Optimal portfolio and certainty equivalence estimator for the appreciation rate. (English) Zbl 1498.91384 Math. Control Signals Syst. 34, No. 3, 435-460 (2022). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{N. Dokuchaev}, Math. Control Signals Syst. 34, No. 3, 435--460 (2022; Zbl 1498.91384) Full Text: DOI
Han, Jiequn; Hu, Ruimeng Recurrent neural networks for stochastic control problems with delay. (English) Zbl 1478.93661 Math. Control Signals Syst. 33, No. 4, 775-795 (2021). MSC: 93E03 34K50 93B70 93C43 49N10 91G10 PDFBibTeX XMLCite \textit{J. Han} and \textit{R. Hu}, Math. Control Signals Syst. 33, No. 4, 775--795 (2021; Zbl 1478.93661) Full Text: DOI arXiv
dos Santos, Felipe O.; Todorov, Marcos G. Mean stability and \(L_1\) performance of a class of two-time-scale Markov jump linear systems. (English) Zbl 1458.93259 Math. Control Signals Syst. 32, No. 4, 543-568 (2020). MSC: 93E15 93C28 93C05 PDFBibTeX XMLCite \textit{F. O. dos Santos} and \textit{M. G. Todorov}, Math. Control Signals Syst. 32, No. 4, 543--568 (2020; Zbl 1458.93259) Full Text: DOI
Redmann, Martin A new type of singular perturbation approximation for stochastic bilinear systems. (English) Zbl 1442.93026 Math. Control Signals Syst. 32, No. 2, 129-156 (2020). MSC: 93C70 93B11 93E03 93C10 60G51 PDFBibTeX XMLCite \textit{M. Redmann}, Math. Control Signals Syst. 32, No. 2, 129--156 (2020; Zbl 1442.93026) Full Text: DOI arXiv
Kumar, Bhumesh; Borkar, Vivek; Shetty, Akhil Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents. (English) Zbl 1426.93313 Math. Control Signals Syst. 31, No. 4, 589-614 (2019). MSC: 93E03 93A14 93C15 PDFBibTeX XMLCite \textit{B. Kumar} et al., Math. Control Signals Syst. 31, No. 4, 589--614 (2019; Zbl 1426.93313) Full Text: DOI arXiv
Goreac, Dan Approximately reachable directions for piecewise linear switched systems. (English) Zbl 1422.93013 Math. Control Signals Syst. 31, No. 3, 333-362 (2019). MSC: 93B03 93B05 93C30 93C15 60H10 93C05 PDFBibTeX XMLCite \textit{D. Goreac}, Math. Control Signals Syst. 31, No. 3, 333--362 (2019; Zbl 1422.93013) Full Text: DOI arXiv
Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita Exit time risk-sensitive control for systems of cooperative agents. (English) Zbl 1422.93185 Math. Control Signals Syst. 31, No. 3, 279-332 (2019). MSC: 93E20 91B06 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 31, No. 3, 279--332 (2019; Zbl 1422.93185) Full Text: DOI arXiv
Becker, Simon; Hartmann, Carsten Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds. (English) Zbl 1415.93242 Math. Control Signals Syst. 31, No. 2, Paper No. 5, 37 p. (2019). MSC: 93E03 93C25 93C10 93B11 PDFBibTeX XMLCite \textit{S. Becker} and \textit{C. Hartmann}, Math. Control Signals Syst. 31, No. 2, Paper No. 5, 37 p. (2019; Zbl 1415.93242) Full Text: DOI arXiv
Confortola, Fulvia \(L^p\) solution of backward stochastic differential equations driven by a marked point process. (English) Zbl 1405.93230 Math. Control Signals Syst. 31, No. 1, Paper No. 1, 32 p. (2019). MSC: 93E20 60H10 60G55 91G10 PDFBibTeX XMLCite \textit{F. Confortola}, Math. Control Signals Syst. 31, No. 1, Paper No. 1, 32 p. (2019; Zbl 1405.93230) Full Text: DOI arXiv
Aalto, Atte Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation. (English) Zbl 1396.93118 Math. Control Signals Syst. 30, No. 2, Paper No. 9, 25 p. (2018). MSC: 93E11 93E10 93B07 93C55 93C57 PDFBibTeX XMLCite \textit{A. Aalto}, Math. Control Signals Syst. 30, No. 2, Paper No. 9, 25 p. (2018; Zbl 1396.93118) Full Text: DOI arXiv
Karthikeyan, S.; Sathya, M.; Balachandran, K. Controllability of semilinear stochastic delay systems with distributed delays in control. (English) Zbl 1386.93051 Math. Control Signals Syst. 29, No. 4, Paper No. 17, 15 p. (2017). MSC: 93B05 60H15 93E03 47H09 PDFBibTeX XMLCite \textit{S. Karthikeyan} et al., Math. Control Signals Syst. 29, No. 4, Paper No. 17, 15 p. (2017; Zbl 1386.93051) Full Text: DOI
Maragos, Petros Dynamical systems on weighted lattices: general theory. (English) Zbl 1386.93188 Math. Control Signals Syst. 29, No. 4, Paper No. 1, 49 p. (2017). MSC: 93C55 93C10 15A80 94A12 93E11 90C39 PDFBibTeX XMLCite \textit{P. Maragos}, Math. Control Signals Syst. 29, No. 4, Paper No. 1, 49 p. (2017; Zbl 1386.93188) Full Text: DOI arXiv
Rajpurohit, Tanmay; Haddad, Wassim M. Stochastic finite-time partial stability, partial-state stabilization, and finite-time optimal feedback control. (English) Zbl 1366.93696 Math. Control Signals Syst. 29, No. 2, Paper No. 10, 37 p. (2017). MSC: 93E15 93E20 49L20 60H10 PDFBibTeX XMLCite \textit{T. Rajpurohit} and \textit{W. M. Haddad}, Math. Control Signals Syst. 29, No. 2, Paper No. 10, 37 p. (2017; Zbl 1366.93696) Full Text: DOI
Lieb, Julia The probability of primeness for specially structured polynomial matrices over finite fields with applications to linear systems and convolutional codes. (English) Zbl 1366.93328 Math. Control Signals Syst. 29, No. 2, Paper No. 8, 39 p. (2017). MSC: 93C55 15B51 93B25 94B10 93C05 11C20 PDFBibTeX XMLCite \textit{J. Lieb}, Math. Control Signals Syst. 29, No. 2, Paper No. 8, 39 p. (2017; Zbl 1366.93328) Full Text: DOI arXiv
Charalambous, Charalambos D. Decentralized optimality conditions of stochastic differential decision problems via Girsanov’s measure transformation. (English) Zbl 1346.93395 Math. Control Signals Syst. 28, No. 3, Paper No. 19, 55 p. (2016). MSC: 93E20 49K45 93A14 60H10 PDFBibTeX XMLCite \textit{C. D. Charalambous}, Math. Control Signals Syst. 28, No. 3, Paper No. 19, 55 p. (2016; Zbl 1346.93395) Full Text: DOI
Armstrong, John; Brigo, Damiano Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric. (English) Zbl 1338.93365 Math. Control Signals Syst. 28, No. 1, Paper No. 5, 33 p. (2016). MSC: 93E11 93E10 60H15 93C10 PDFBibTeX XMLCite \textit{J. Armstrong} and \textit{D. Brigo}, Math. Control Signals Syst. 28, No. 1, Paper No. 5, 33 p. (2016; Zbl 1338.93365) Full Text: DOI arXiv
Goreac, Dan; Martinez, Miguel Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes. (English) Zbl 1327.93077 Math. Control Signals Syst. 27, No. 4, 551-578 (2015). MSC: 93B05 60J75 93E03 PDFBibTeX XMLCite \textit{D. Goreac} and \textit{M. Martinez}, Math. Control Signals Syst. 27, No. 4, 551--578 (2015; Zbl 1327.93077) Full Text: DOI arXiv
Zorzi, Mattia Rational approximations of spectral densities based on the Alpha divergence. (English) Zbl 1290.93172 Math. Control Signals Syst. 26, No. 2, 259-278 (2014). MSC: 93E03 93B60 PDFBibTeX XMLCite \textit{M. Zorzi}, Math. Control Signals Syst. 26, No. 2, 259--278 (2014; Zbl 1290.93172) Full Text: DOI arXiv
da Silva, Adriano J. Invariance entropy for random control systems. (English) Zbl 1283.93260 Math. Control Signals Syst. 25, No. 4, 491-516 (2013). MSC: 93E03 93C05 93B60 PDFBibTeX XMLCite \textit{A. J. da Silva}, Math. Control Signals Syst. 25, No. 4, 491--516 (2013; Zbl 1283.93260) Full Text: DOI
Adenis, Patrick; Wen, Yicheng; Ray, Asok An inner product space on irreducible and synchronizable probabilistic finite state automata. (English) Zbl 1236.93147 Math. Control Signals Syst. 23, No. 4, 281-310 (2012). MSC: 93E12 93A30 15A03 60J99 PDFBibTeX XMLCite \textit{P. Adenis} et al., Math. Control Signals Syst. 23, No. 4, 281--310 (2012; Zbl 1236.93147) Full Text: DOI
Costa, Eduardo F.; Vargas, Alessandro N.; Do Val, João B. R. Quadratic costs and second moments of jump linear systems with general Markov chain. (English) Zbl 1248.93173 Math. Control Signals Syst. 23, No. 1-3, 141-157 (2011). MSC: 93E20 49N10 93C05 60J05 74H55 74H40 74G45 60J75 PDFBibTeX XMLCite \textit{E. F. Costa} et al., Math. Control Signals Syst. 23, No. 1--3, 141--157 (2011; Zbl 1248.93173) Full Text: DOI
Vidyasagar, M. The complete realization problem for hidden Markov models: a survey and some new results. (English) Zbl 1248.93043 Math. Control Signals Syst. 23, No. 1-3, 1-65 (2011). MSC: 93B15 93E03 PDFBibTeX XMLCite \textit{M. Vidyasagar}, Math. Control Signals Syst. 23, No. 1--3, 1--65 (2011; Zbl 1248.93043) Full Text: DOI
Todorov, Marcos G.; Fragoso, Marcelo Dutra On the stability radii of continuous-time infinite Markov jump linear systems. (English) Zbl 1248.93172 Math. Control Signals Syst. 22, No. 1, 23-38 (2010). MSC: 93E15 60J75 93C73 93B60 PDFBibTeX XMLCite \textit{M. G. Todorov} and \textit{M. D. Fragoso}, Math. Control Signals Syst. 22, No. 1, 23--38 (2010; Zbl 1248.93172) Full Text: DOI
Finesso, Lorenzo; Grassi, Angela; Spreij, Peter Approximation of stationary processes by hidden Markov models. (English) Zbl 1248.93151 Math. Control Signals Syst. 22, No. 1, 1-22 (2010). MSC: 93E03 60J20 PDFBibTeX XMLCite \textit{L. Finesso} et al., Math. Control Signals Syst. 22, No. 1, 1--22 (2010; Zbl 1248.93151) Full Text: DOI arXiv
Baczynski, Jack; Fragoso, Marcelo D. Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems. (English) Zbl 1147.93042 Math. Control Signals Syst. 20, No. 2, 157-172 (2008). MSC: 93E03 60J10 93C73 93E15 PDFBibTeX XMLCite \textit{J. Baczynski} and \textit{M. D. Fragoso}, Math. Control Signals Syst. 20, No. 2, 157--172 (2008; Zbl 1147.93042) Full Text: DOI
Liu, Y. J.; Yin, G.; Zhang, Q.; Moore, J. B. Balanced realizations of regime-switching linear systems. (English) Zbl 1158.93031 Math. Control Signals Syst. 19, No. 3, 207-234 (2007). MSC: 93E15 93E25 93B15 60J27 PDFBibTeX XMLCite \textit{Y. J. Liu} et al., Math. Control Signals Syst. 19, No. 3, 207--234 (2007; Zbl 1158.93031) Full Text: DOI
Rodkina, Alexandra; Basin, Michael On delay-dependent stability for a class of nonlinear stochastic delay-differential equations. (English) Zbl 1103.93043 Math. Control Signals Syst. 18, No. 2, 187-197 (2006). MSC: 93E03 93D20 93D05 PDFBibTeX XMLCite \textit{A. Rodkina} and \textit{M. Basin}, Math. Control Signals Syst. 18, No. 2, 187--197 (2006; Zbl 1103.93043) Full Text: DOI
Akçay, Hüseyin; At, Nuray Convergence analysis of central and minimax algorithms in scalar regressor models. (English) Zbl 1082.62023 Math. Control Signals Syst. 18, No. 1, 66-99 (2006). MSC: 62F12 93E12 62M10 65C60 PDFBibTeX XMLCite \textit{H. Akçay} and \textit{N. At}, Math. Control Signals Syst. 18, No. 1, 66--99 (2006; Zbl 1082.62023) Full Text: DOI
Gerencsér, L.; Michaletzky, G.; Vágó, Z. Risk sensitive identification of linear stochastic systems. (English) Zbl 1120.93054 Math. Control Signals Syst. 17, No. 2, 77-100 (2005). Reviewer: Katsuji Uosaki (Osaka) MSC: 93E12 93B30 62M10 93C05 93E03 PDFBibTeX XMLCite \textit{L. Gerencsér} et al., Math. Control Signals Syst. 17, No. 2, 77--100 (2005; Zbl 1120.93054) Full Text: DOI
Di Masi, Giovanni B.; Stettner, Łukasz Ergodicity of hidden Markov models. (English) Zbl 1098.93036 Math. Control Signals Syst. 17, No. 4, 269-296 (2005). MSC: 93E11 60J05 93E15 93E03 PDFBibTeX XMLCite \textit{G. B. Di Masi} and \textit{Ł. Stettner}, Math. Control Signals Syst. 17, No. 4, 269--296 (2005; Zbl 1098.93036) Full Text: DOI
Feintuch, A.; Markus, A. A general time-varying estimation and control problem. (English) Zbl 1103.93030 Math. Control Signals Syst. 17, No. 3, 217-230 (2005). MSC: 93B36 93E10 93C05 PDFBibTeX XMLCite \textit{A. Feintuch} and \textit{A. Markus}, Math. Control Signals Syst. 17, No. 3, 217--230 (2005; Zbl 1103.93030) Full Text: DOI
Kacewicz, Bolesław Weighted average errors in set-membership estimation. (English) Zbl 1056.93013 Math. Control Signals Syst. 16, No. 2-3, 238-253 (2003). Reviewer: Yves Cherruault (Paris) MSC: 93B30 93E10 93C41 93E24 PDFBibTeX XMLCite \textit{B. Kacewicz}, Math. Control Signals Syst. 16, No. 2--3, 238--253 (2003; Zbl 1056.93013) Full Text: DOI
Colombo, Giovanni; Pra, Paolo Dai; Křivan, Vlastimil; Vrkoč, Ivo Stochastic processes for bounded noise. (English) Zbl 1032.93075 Math. Control Signals Syst. 16, No. 2-3, 95-119 (2003). Reviewer: Do Van Luu (Hanoi) MSC: 93E03 60J25 34A60 PDFBibTeX XMLCite \textit{G. Colombo} et al., Math. Control Signals Syst. 16, No. 2--3, 95--119 (2003; Zbl 1032.93075) Full Text: DOI
Burger, Martin; Scherzer, Otmar Regularization methods for blind deconvolution and blind source separation problems. (English) Zbl 1002.93060 Math. Control Signals Syst. 14, No. 4, 358-383 (2001). Reviewer: Christina Diakaki (Chania) MSC: 93E10 65F22 92B20 68U10 94A12 93E12 PDFBibTeX XMLCite \textit{M. Burger} and \textit{O. Scherzer}, Math. Control Signals Syst. 14, No. 4, 358--383 (2001; Zbl 1002.93060) Full Text: DOI
Moizumi, Katsuhiro; Cybenko, George The traveling agent problem. (English) Zbl 1116.90361 Math. Control Signals Syst. 14, No. 3, 213-232 (2001). MSC: 90B36 90B06 93E03 PDFBibTeX XMLCite \textit{K. Moizumi} and \textit{G. Cybenko}, Math. Control Signals Syst. 14, No. 3, 213--232 (2001; Zbl 1116.90361) Full Text: DOI
Fleming, Wendell H.; McEneaney, William M. Robust limits of risk sensitive nonlinear filters. (English) Zbl 0995.93070 Math. Control Signals Syst. 14, No. 2, 109-142 (2001). Reviewer: M.Nisio (Osaka) MSC: 93E11 49L25 93C10 PDFBibTeX XMLCite \textit{W. H. Fleming} and \textit{W. M. McEneaney}, Math. Control Signals Syst. 14, No. 2, 109--142 (2001; Zbl 0995.93070) Full Text: DOI
Banning, Reinder; de Koning, Willem L. Spectral analysis of stochastically sampled dynamic systems. (English) Zbl 0990.93070 Math. Control Signals Syst. 14, No. 1, 86-107 (2001). Reviewer: Jordan M.Stoyanov (Newcastle upon Tyne) MSC: 93C57 60G15 93E03 60E10 PDFBibTeX XMLCite \textit{R. Banning} and \textit{W. L. de Koning}, Math. Control Signals Syst. 14, No. 1, 86--107 (2001; Zbl 0990.93070) Full Text: DOI
Boué, Michelle; Dupuis, Paul Risk-sensitive and robust escape control for degenerate diffusion processes. (English) Zbl 0979.93122 Math. Control Signals Syst. 14, No. 1, 62-85 (2001). Reviewer: M.Nisio (Osaka) MSC: 93E20 91A15 91A23 PDFBibTeX XMLCite \textit{M. Boué} and \textit{P. Dupuis}, Math. Control Signals Syst. 14, No. 1, 62--85 (2001; Zbl 0979.93122) Full Text: DOI
Hansson, Anders; Wahlberg, Bo Continuous-time blind channel deconvolution using Laguerre shifts. (English) Zbl 0970.93008 Math. Control Signals Syst. 13, No. 4, 333-346 (2000). Reviewer: L.Goras (Iaşi) MSC: 93B30 93E11 PDFBibTeX XMLCite \textit{A. Hansson} and \textit{B. Wahlberg}, Math. Control Signals Syst. 13, No. 4, 333--346 (2000; Zbl 0970.93008) Full Text: DOI
Le Gland, François; Mevel, Laurent Exponential forgetting and geometric ergodicity in hidden Markov models. (English) Zbl 0941.93053 Math. Control Signals Syst. 13, No. 1, 63-93 (2000). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E11 15B52 PDFBibTeX XMLCite \textit{F. Le Gland} and \textit{L. Mevel}, Math. Control Signals Syst. 13, No. 1, 63--93 (2000; Zbl 0941.93053) Full Text: DOI
Clark, J. M. C.; Ocone, D. L.; Coumarbatch, C. Relative entropy and error bounds for filtering of Markov processes. (English) Zbl 0940.93072 Math. Control Signals Syst. 12, No. 4, 346-360 (1999). Reviewer: G.Di Masi (Padova) MSC: 93E11 93C10 93E15 93B35 PDFBibTeX XMLCite \textit{J. M. C. Clark} et al., Math. Control Signals Syst. 12, No. 4, 346--360 (1999; Zbl 0940.93072) Full Text: DOI
Anderson, Brian D. O. The realization problem for hidden Markov models. (English) Zbl 0949.93015 Math. Control Signals Syst. 12, No. 1, 80-120 (1999). Reviewer: J.W.Nieuwenhuis (Groningen) MSC: 93B15 93E03 PDFBibTeX XMLCite \textit{B. D. O. Anderson}, Math. Control Signals Syst. 12, No. 1, 80--120 (1999; Zbl 0949.93015) Full Text: DOI
Ugrinovskii, Valery A.; Petersen, Ian R. Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems. (English) Zbl 0929.93038 Math. Control Signals Syst. 12, No. 1, 1-23 (1999). Reviewer: N.Medhin (Atlanta) MSC: 93E20 93B07 93B35 93C99 PDFBibTeX XMLCite \textit{V. A. Ugrinovskii} and \textit{I. R. Petersen}, Math. Control Signals Syst. 12, No. 1, 1--23 (1999; Zbl 0929.93038) Full Text: DOI
Costa, O. L. V.; Marques, R. P. Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations. (English) Zbl 0928.93047 Math. Control Signals Syst. 12, No. 2, 167-195 (1999). Reviewer: Kunihiko Ichikawa (Tokyo) MSC: 93D15 93E15 15A24 93C55 93B36 49N10 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{R. P. Marques}, Math. Control Signals Syst. 12, No. 2, 167--195 (1999; Zbl 0928.93047) Full Text: DOI
Cohen de Lara, M. Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering. (English) Zbl 0889.93053 Math. Control Signals Syst. 10, No. 3, 237-246 (1997). Reviewer: C.Vârsan (Bucureşti) MSC: 93E10 93B29 PDFBibTeX XMLCite \textit{M. Cohen de Lara}, Math. Control Signals Syst. 10, No. 3, 237--246 (1997; Zbl 0889.93053) Full Text: DOI
Chen, Jie; Yau, Stephen S.-T. Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\). (English) Zbl 0876.93090 Math. Control Signals Syst. 9, No. 4, 370-385 (1996). Reviewer: Wang Cheng-Shu (Denver) MSC: 93E11 60G35 PDFBibTeX XMLCite \textit{J. Chen} and \textit{S. S. T. Yau}, Math. Control Signals Syst. 9, No. 4, 370--385 (1996; Zbl 0876.93090) Full Text: DOI
Beneš, Vaclav E.; Elliott, Robert J. Finite-dimensional solutions of a modified Zakai equation. (English) Zbl 0874.93097 Math. Control Signals Syst. 9, No. 4, 341-351 (1996). Reviewer: M.Nisio (Osaka) MSC: 93E20 93E11 PDFBibTeX XMLCite \textit{V. E. Beneš} and \textit{R. J. Elliott}, Math. Control Signals Syst. 9, No. 4, 341--351 (1996; Zbl 0874.93097) Full Text: DOI
Boukas, E. K.; Yang, H. Stability of discrete-time linear systems with Markovian jumping parameters. (English) Zbl 0857.93094 Math. Control Signals Syst. 8, No. 4, 390-402 (1995). Reviewer: W.Kliemann (Ames) MSC: 93E15 93C55 93D09 60J05 PDFBibTeX XMLCite \textit{E. K. Boukas} and \textit{H. Yang}, Math. Control Signals Syst. 8, No. 4, 390--402 (1995; Zbl 0857.93094) Full Text: DOI
Francos, Joseph M.; Porat, Boaz; Meiri, A. Zvi Orthogonal decompositions of 2-D nonhomogeneous discrete random fields. (English) Zbl 0856.93088 Math. Control Signals Syst. 8, No. 4, 375-389 (1995). MSC: 93E03 93C35 93B11 93C55 PDFBibTeX XMLCite \textit{J. M. Francos} et al., Math. Control Signals Syst. 8, No. 4, 375--389 (1995; Zbl 0856.93088) Full Text: DOI
Fleming, W. H.; James, M. R. The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems. (English) Zbl 0854.93045 Math. Control Signals Syst. 8, No. 3, 199-221 (1995). Reviewer: M.Nisio (Osaka) MSC: 93B36 93C10 93E20 PDFBibTeX XMLCite \textit{W. H. Fleming} and \textit{M. R. James}, Math. Control Signals Syst. 8, No. 3, 199--221 (1995; Zbl 0854.93045) Full Text: DOI
La Scala, Barbara F.; Bitmead, Robert R.; James, Matthew R. Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem. (English) Zbl 0843.93074 Math. Control Signals Syst. 8, No. 1, 1-26 (1995). Reviewer: G.Di Masi (Padova) MSC: 93E11 93C10 93C55 93E15 PDFBibTeX XMLCite \textit{B. F. La Scala} et al., Math. Control Signals Syst. 8, No. 1, 1--26 (1995; Zbl 0843.93074) Full Text: DOI
Morris, K. A. State feedback and estimation of well-posed systems. (English) Zbl 0849.93032 Math. Control Signals Syst. 7, No. 4, 351-388 (1994). Reviewer: Z.Lin (Manhattan) MSC: 93C25 93E10 93B52 93B15 PDFBibTeX XMLCite \textit{K. A. Morris}, Math. Control Signals Syst. 7, No. 4, 351--388 (1994; Zbl 0849.93032) Full Text: DOI
Solo, Victor On the stability of slowly time-varying linear systems. (English) Zbl 0833.93047 Math. Control Signals Syst. 7, No. 4, 331-350 (1994). Reviewer: A.Ilchmann (Lübeck) MSC: 93D20 93C05 93E15 93C73 PDFBibTeX XMLCite \textit{V. Solo}, Math. Control Signals Syst. 7, No. 4, 331--350 (1994; Zbl 0833.93047) Full Text: DOI
Veeravalli, Venugopal V.; Başar, Tamer; Poor, H. Vincent Decentralized sequential detection with sensors performing sequential tests. (English) Zbl 0834.93047 Math. Control Signals Syst. 7, No. 4, 292-305 (1994). Reviewer: K.Marti (Neubiberg) MSC: 93E10 93A14 PDFBibTeX XMLCite \textit{V. V. Veeravalli} et al., Math. Control Signals Syst. 7, No. 4, 292--305 (1994; Zbl 0834.93047) Full Text: DOI
Kong, Xuan; Solo, Victor Stochastic averaging analysis of a steepest-descent-type adaptive time- delay estimation algorithm. (English) Zbl 0821.93066 Math. Control Signals Syst. 7, No. 2, 121-147 (1994). Reviewer: Wu Chengxun (Shanghai) MSC: 93E10 34K35 93E25 PDFBibTeX XMLCite \textit{X. Kong} and \textit{V. Solo}, Math. Control Signals Syst. 7, No. 2, 121--147 (1994; Zbl 0821.93066) Full Text: DOI
Le Breton, Alain; Pham Dinh Tuan Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters. (English) Zbl 0780.93071 Math. Control Signals Syst. 6, No. 1, 62-75 (1993). MSC: 93C99 93E03 PDFBibTeX XMLCite \textit{A. Le Breton} and \textit{Pham Dinh Tuan}, Math. Control Signals Syst. 6, No. 1, 62--75 (1993; Zbl 0780.93071) Full Text: DOI
Anderson, Brian D. O.; Deistler, M. Identification of dynamic systems from noisy data: Single factor case. (English) Zbl 0780.93090 Math. Control Signals Syst. 6, No. 1, 10-29 (1993). MSC: 93E12 PDFBibTeX XMLCite \textit{B. D. O. Anderson} and \textit{M. Deistler}, Math. Control Signals Syst. 6, No. 1, 10--29 (1993; Zbl 0780.93090) Full Text: DOI
James, Matthew R. Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games. (English) Zbl 0761.93076 Math. Control Signals Syst. 5, No. 4, 401-417 (1992). MSC: 93E20 93C40 91A23 49N70 49N75 PDFBibTeX XMLCite \textit{M. R. James}, Math. Control Signals Syst. 5, No. 4, 401--417 (1992; Zbl 0761.93076) Full Text: DOI
Barton, Richard J.; Poor, H. Vincent On generalized signal-to-noise ratios in quadratic detection. (English) Zbl 0745.93072 Math. Control Signals Syst. 5, No. 1, 81-91 (1992). MSC: 93E10 PDFBibTeX XMLCite \textit{R. J. Barton} and \textit{H. V. Poor}, Math. Control Signals Syst. 5, No. 1, 81--91 (1992; Zbl 0745.93072) Full Text: DOI
Pierce, Daniel J.; Plemmons, Robert J. Tracking the condition number for RLS in signal processing. (English) Zbl 0747.93083 Math. Control Signals Syst. 5, No. 1, 23-39 (1992). MSC: 93E24 94A12 PDFBibTeX XMLCite \textit{D. J. Pierce} and \textit{R. J. Plemmons}, Math. Control Signals Syst. 5, No. 1, 23--39 (1992; Zbl 0747.93083) Full Text: DOI
Gombani, Andrea On approximate stochastic realization. (English) Zbl 0724.93069 Math. Control Signals Syst. 4, No. 2, 177-192 (1991). MSC: 93E03 PDFBibTeX XMLCite \textit{A. Gombani}, Math. Control Signals Syst. 4, No. 2, 177--192 (1991; Zbl 0724.93069) Full Text: DOI
Pham Dinh Tuan; Le Breton, Alain Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications. (English) Zbl 0736.93077 Math. Control Signals Syst. 4, No. 1, 69-79 (1991). Reviewer: S.A.Aisagaliev (Alma-Ata) MSC: 93E15 93E03 60H10 34F05 PDFBibTeX XMLCite \textit{Pham Dinh Tuan} and \textit{A. Le Breton}, Math. Control Signals Syst. 4, No. 1, 69--79 (1991; Zbl 0736.93077) Full Text: DOI
Guo, L.; Xia, L.; Moore, J. B. Tracking randomly varying parameters: Analysis of a standard algorithm. (English) Zbl 0745.93078 Math. Control Signals Syst. 4, No. 1, 1-16 (1991). Reviewer: M.C.Cranston MSC: 93E12 12H05 PDFBibTeX XMLCite \textit{L. Guo} et al., Math. Control Signals Syst. 4, No. 1, 1--16 (1991; Zbl 0745.93078) Full Text: DOI
Foias, C.; Frazho, A. E.; Sherman, P. J. A new approach for determining the spectral data of multichannel harmonic signals in noise. (English) Zbl 0694.93098 Math. Control Signals Syst. 3, No. 1, 31-43 (1990). Reviewer: A.Y.Allidina MSC: 93E10 PDFBibTeX XMLCite \textit{C. Foias} et al., Math. Control Signals Syst. 3, No. 1, 31--43 (1990; Zbl 0694.93098) Full Text: DOI
Arapostathis, Aristotle; Marcus, Steven I. Analysis of an identification algorithm arising in the adaptive estimation of Markov chains. (English) Zbl 0685.93063 Math. Control Signals Syst. 3, No. 1, 1-29 (1990). Reviewer: J.Stoyanov MSC: 93E10 93C40 60J10 PDFBibTeX XMLCite \textit{A. Arapostathis} and \textit{S. I. Marcus}, Math. Control Signals Syst. 3, No. 1, 1--29 (1990; Zbl 0685.93063) Full Text: DOI
Duncan, T. E.; Pasik-Duncan, B. Adaptive control of continuous-time linear stochastic systems. (English) Zbl 0682.93057 Math. Control Signals Syst. 3, No. 1, 45-60 (1990). MSC: 93E03 93C40 93C05 PDFBibTeX XMLCite \textit{T. E. Duncan} and \textit{B. Pasik-Duncan}, Math. Control Signals Syst. 3, No. 1, 45--60 (1990; Zbl 0682.93057) Full Text: DOI
Sethares, W. A.; Anderson, B. D. O.; Johnson, C. R. jun. Adaptive algorithms with filtered regressor and filtered error. (English) Zbl 0685.93065 Math. Control Signals Syst. 2, No. 4, 381-403 (1989). MSC: 93E10 93E11 93E25 93C40 93C55 93C05 PDFBibTeX XMLCite \textit{W. A. Sethares} et al., Math. Control Signals Syst. 2, No. 4, 381--403 (1989; Zbl 0685.93065) Full Text: DOI
Costa, O. L. V.; Davis, M. H. A. Impulse control of piecewise-deterministic processes. (English) Zbl 0675.93077 Math. Control Signals Syst. 2, No. 3, 187-206 (1989). MSC: 93E20 60G40 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{M. H. A. Davis}, Math. Control Signals Syst. 2, No. 3, 187--206 (1989; Zbl 0675.93077) Full Text: DOI
Polderman, Jan Willem A state space approach to the problem of adaptive pole assignment. (English) Zbl 0655.93038 Math. Control Signals Syst. 2, No. 1, 71-94 (1989). Reviewer: T.Kaczorek MSC: 93B55 93C40 93C05 93E10 93E25 PDFBibTeX XMLCite \textit{J. W. Polderman}, Math. Control Signals Syst. 2, No. 1, 71--94 (1989; Zbl 0655.93038) Full Text: DOI
Ocone, Daniel L. Probability densities for conditional statistics in the cubic sensor problem. (English) Zbl 0658.60085 Math. Control Signals Syst. 1, No. 2, 183-202 (1988). Reviewer: M.Breger MSC: 60H07 60G35 93E11 PDFBibTeX XMLCite \textit{D. L. Ocone}, Math. Control Signals Syst. 1, No. 2, 183--202 (1988; Zbl 0658.60085) Full Text: DOI
Costa, O. L. V.; Davis, M. H. A. Approximations for optimal stopping of a piecewise-deterministic process. (English) Zbl 0657.93077 Math. Control Signals Syst. 1, No. 2, 123-146 (1988). Reviewer: M.Kohlmann MSC: 93E20 60G40 90C39 49L20 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{M. H. A. Davis}, Math. Control Signals Syst. 1, No. 2, 123--146 (1988; Zbl 0657.93077) Full Text: DOI
Mareels, I. M. Y.; Gevers, M. Persistency of excitation criteria for linear, multivariable, time- varying systems. (English) Zbl 0657.93073 Math. Control Signals Syst. 1, No. 3, 203-226 (1988). Reviewer: P.Stoica MSC: 93E12 93C05 93C40 93C35 PDFBibTeX XMLCite \textit{I. M. Y. Mareels} and \textit{M. Gevers}, Math. Control Signals Syst. 1, No. 3, 203--226 (1988; Zbl 0657.93073) Full Text: DOI
Tsitsiklis, John N. Decentralized detection by a large number of sensors. (English) Zbl 0657.93065 Math. Control Signals Syst. 1, No. 2, 167-182 (1988). Reviewer: J.Nieuwenhuis MSC: 93E10 90C90 62H15 94A24 PDFBibTeX XMLCite \textit{J. N. Tsitsiklis}, Math. Control Signals Syst. 1, No. 2, 167--182 (1988; Zbl 0657.93065) Full Text: DOI