Abstract
The problem which arises in stability and optimal control theory for stochastic hereditary systems [1–4] is connected with states estimate [5–8]. In this paper the equation for optimal in mean square estimate of Gaussian stochastic process by observations with delay is obtained and dependence of the estimate error on the delay in observations is investigated.KeywordsOptimal Control ProblemFunctional Differential EquationOptimal Control TheoryObservable ProcessGaussian Stochastic ProcessThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
