Stochastic Systems

On existence of solutions in problems of suboptimal estimation

M. L. Dashevskii

Moscow

Abstract: Examples are given of continuous systems which are described by stochastic differential equations for which, with conditionally optimal estimation of differential equations for which, with conditionally optimal estimation of variables and parameters, there are no solutions which would lead to a minimal variance of the estimate error at each time from a specific interval.

UDC: 62-505.3


Received: 14.02.1980

 English version: Automation and Remote Control, 1981, 41:12, 1649–1653

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