Partial observability of stochastic semilinear systems
In this article, we consider an Itô stochastic semilinear differential equation with unknown initial state and a linear observation system. It is proved that under a certain condition on the observability Gramian, the initial state of the equation can be recovered. This result is demonstrated by an example.
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Bashirov, Agamirza E./Ahmadova, Arzu (2024): Partial observability of stochastic semilinear systems. Online unter: https://nbn-resolving.org/urn:nbn:de:hbz:465-20240812-100959-0.
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