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Volumn 2005, Issue , 2005, Pages 350-355

Well-posedness of filtering problems for stochastic linear DAE models

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; MATHEMATICAL MODELS; PROBLEM SOLVING; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; WHITE NOISE;

EID: 33847209987     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2005.1582180     Document Type: Conference Paper
Times cited : (6)

References (12)
  • 1
    • 0032205709 scopus 로고    scopus 로고
    • Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
    • Nov
    • O. Schein and G. Denk, "Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits," Journal of Computational and Applied Mathematics, vol. 100, no. 1, pp. 77-92, Nov. 1998.
    • (1998) Journal of Computational and Applied Mathematics , vol.100 , Issue.1 , pp. 77-92
    • Schein, O.1    Denk, G.2
  • 2
    • 0003259286 scopus 로고    scopus 로고
    • Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations
    • Philadelphia: SIAM
    • K. E. Brenan, S. L. Campbell, and L. R. Petzold, Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations, ser. Classics In Applied Mathematics. Philadelphia: SIAM, 1996.
    • (1996) ser. Classics In Applied Mathematics
    • Brenan, K.E.1    Campbell, S.L.2    Petzold, L.R.3
  • 3
    • 1142280963 scopus 로고    scopus 로고
    • Stochastic differential algebraic equations of index 1 and applications in circuit simulation
    • Feb
    • R. Winkler, "Stochastic differential algebraic equations of index 1 and applications in circuit simulation," Journal of Computational and Applied Mathematics, vol. 163, no. 2, pp. 435-463, Feb. 2004.
    • (2004) Journal of Computational and Applied Mathematics , vol.163 , Issue.2 , pp. 435-463
    • Winkler, R.1
  • 5
    • 0022473397 scopus 로고
    • Stationary LQG control of singular systems
    • Jan
    • V. Kučera, "Stationary LQG control of singular systems," IEEE Transactions on Automatic Control, vol. AC-31, no. 1, pp. 31-39, Jan. 1986.
    • (1986) IEEE Transactions on Automatic Control , vol.AC-31 , Issue.1 , pp. 31-39
    • Kučera, V.1
  • 7
    • 0035282008 scopus 로고    scopus 로고
    • Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations
    • V. M. Becerra, P. D. Roberts, and G. W. Griffiths, "Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations," Control Engineering Practice, vol. 9, pp. 267-281, 2001.
    • (2001) Control Engineering Practice , vol.9 , pp. 267-281
    • Becerra, V.M.1    Roberts, P.D.2    Griffiths, G.W.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.