• DocumentCode
    1806637
  • Title

    Explicit solution to generalized time-varying Kolmogorov equation

  • Author

    Wu, Xi ; Yau, Stephen S T

  • Author_Institution
    Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA
  • Volume
    2
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    1897
  • Abstract
    In this paper, we give a closed formal solution to generalized Kolmogorov equation. Estimates of the formal solution are obtained. From the truncated formal solution, we are able to construct the convergent fundamental solution and estimate the time interval on which our solution converges
  • Keywords
    computational complexity; time-varying systems; closed formal solution; convergent fundamental solution; explicit solution; generalized time-varying Kolmogorov equation; Artificial intelligence; Computer science; Filtering; Integral equations; Mathematics; Nonlinear equations; Statistics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.830912
  • Filename
    830912
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1806637