Abstract

Abstract : Research was carried out on the following main topics: modelling and identification of stochastic systems; structure of non-linear stochastic systems; linear and non-linear filtering; failure detection methods; stochastic control; adaptive control; and control and estimation problems for systems with time delay. Technical details of the research may be found in the reports, theses, and papers cited in the references. A list of publications supported wholly or partially by this grant is included at the end of this report.

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