2 papers
math.OC2019
Non-conventional Estimation Theorems Concerning a Ubiquitous Bilinear Stochastic Differential System: a Control Perspective
Sandhya Rathore, Shambhu Nath Sharma, Dani Juricic
Stochastic differential equations and the associated partial differential equations are the cornerstone formalism in stochastic control problems. The universality of bilinear stoch…
math.OC2019
The universality of the Kalman filter: a conditional characteristic function perspective
Sandhya Rathore, Shambhu N. Sharma, Shaival H. Nagarsheth
The universality of the celebrated Kalman filtering can be found in control theory. The Kalman filter has found its striking applications in sophisticated autonomous systems and sm…