THE INVERSE PROBLEM FOR ROUGH CONTROLLED DIFFERENTIAL EQUATIONS

被引：3
|
作者：
Bailleul, I. [1 ]
Diehl, J. [2 ]
机构：
[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France
[2] Inst Math, D-10623 Berlin, Germany
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2015年 / 53卷 / 05期
关键词：
rough paths theory; rough differential equations; signal reconstruction;
D O I：
10.1137/140995982
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic filtering and statistics demonstrate the practical relevance of our result.
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页码：2762 / 2780
页数：19
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