A Liapunov method for the estimation of statistical averages.
Liapunov method for estimating statistical averages of randomly perturbed system
Engineering topics
Publications and source records attributed to Wonham, W. M..
Liapunov method for estimating statistical averages of randomly perturbed system
Nonsingular linear transformation of time- invariant linear dynamic system into canonical /phase-variable/ form
Optical stationary control of linear control system with state dependent Gaussian noise
Sufficient conditions for recurrence and positivity of diffusion process defined by stochastic differential equation, using Liapunov function
Liapunov method for estimation of statistical averages - application to control theory and theory of random vibration
Optimal regulator problem for linear plant with bounded control variable and quadratic index performance
Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
Aspects of general solution to optimal control problem - boundaries of linear, nonlinear, and saturation modes
Optimal regulator problem, where a scalar control function is found, which minimizes the functional for quadratic performance index
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A problem in optimal nonlinear control
Optimal bang-bang control with quadratic performance index