Work

The Estimation of a Signal Generated by a Dynamical System Modeled by McKean–Vlasov Stochastic Differential Equations Under Sampled Measurements

Year: 2025

Type: article

Abstract: This paper addresses the problem of optimal H2-filtering for a class of continuous-time linear McKean–Vlasov stochastic differential equations under sampled measurements. The main tool used to solve the filtering problem is a forward jump matrix linear differential equation with a Riccati-type jumping operator. More specifically, the stabilizing solution of such a jump Riccati-type equation plays a key role.

Source: Mathematics

DOI: 10.3390/math13111767

Authors: Vasile Dragan, Samir Aberkane

Institutions: Academia Oamenilor de Știință din România, IMAR - Institutul de Matematică „Simion Stoilow” al Academiei Române, Romanian Academy, Centre National de la Recherche Scientifique, CRAN, Université de Lorraine

Language: English

Topic: Stability and Control of Uncertain Systems

Subfield: Control and Systems Engineering

Field: Engineering

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $3,137

OpenAlex ID: W4410789358

FWCI:

Cites: 27

Cited by:

Related to: 10