{"id":"https://openalex.org/W1999354380","doi":"https://doi.org/10.1109/cdc.2011.6160486","title":"Control of some partially observed linear stochastic systems with fractional Brownian motions","display_name":"Control of some partially observed linear stochastic systems with fractional Brownian motions","publication_year":2011,"publication_date":"2011-12-01","ids":{"openalex":"https://openalex.org/W1999354380","doi":"https://doi.org/10.1109/cdc.2011.6160486","mag":"1999354380"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2011.6160486","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2011.6160486","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Conference on Decision and Control and European Control Conference","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054666993","display_name":"Tyrone E. Duncan","orcid":"https://orcid.org/0000-0002-6664-9967"},"institutions":[{"id":"https://openalex.org/I146416000","display_name":"University of Kansas","ror":"https://ror.org/001tmjg57","country_code":"US","type":"education","lineage":["https://openalex.org/I146416000"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"T. E. Duncan","raw_affiliation_strings":["Department of Mathematics, University of Kansas, Lawrence, KS, USA","Department of Mathematics, University of Kansas Lawrence, 66045, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Kansas, Lawrence, KS, USA","institution_ids":["https://openalex.org/I146416000"]},{"raw_affiliation_string":"Department of Mathematics, University of Kansas Lawrence, 66045, USA","institution_ids":["https://openalex.org/I146416000"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029118728","display_name":"B. Pasik-Duncan","orcid":"https://orcid.org/0000-0002-3316-6475"},"institutions":[{"id":"https://openalex.org/I146416000","display_name":"University of Kansas","ror":"https://ror.org/001tmjg57","country_code":"US","type":"education","lineage":["https://openalex.org/I146416000"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"B. Pasik-Duncan","raw_affiliation_strings":["Department of Mathematics, University of Kansas, Lawrence, KS, USA","Department of Mathematics, University of Kansas Lawrence, 66045, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Kansas, Lawrence, KS, USA","institution_ids":["https://openalex.org/I146416000"]},{"raw_affiliation_string":"Department of Mathematics, University of Kansas Lawrence, 66045, USA","institution_ids":["https://openalex.org/I146416000"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5054666993"],"corresponding_institution_ids":["https://openalex.org/I146416000"],"apc_list":null,"apc_paid":null,"fwci":0.8167,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.8351457,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"26","issue":null,"first_page":"5035","last_page":"5040"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9882000088691711,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9855999946594238,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.7230698466300964},{"id":"https://openalex.org/keywords/brownian-noise","display_name":"Brownian noise","score":0.6570844650268555},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.6291553378105164},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.6002993583679199},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5795965194702148},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.561322808265686},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5486063957214355},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.5202816128730774},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.5005898475646973},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.4944441318511963},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.49084168672561646},{"id":"https://openalex.org/keywords/linear-control-systems","display_name":"Linear control systems","score":0.48558491468429565},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.4683850109577179},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.39059093594551086},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.3770851492881775},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3734745383262634},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3626982569694519},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2874540090560913},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.25655123591423035},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.24483156204223633},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.1911691129207611},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.18901681900024414},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.1154104471206665},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.06252139806747437}],"concepts":[{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.7230698466300964},{"id":"https://openalex.org/C50755983","wikidata":"https://www.wikidata.org/wiki/Q1437483","display_name":"Brownian noise","level":3,"score":0.6570844650268555},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.6291553378105164},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.6002993583679199},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5795965194702148},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.561322808265686},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5486063957214355},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.5202816128730774},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.5005898475646973},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.4944441318511963},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.49084168672561646},{"id":"https://openalex.org/C2987686001","wikidata":"https://www.wikidata.org/wiki/Q959968","display_name":"Linear control systems","level":3,"score":0.48558491468429565},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.4683850109577179},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.39059093594551086},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.3770851492881775},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3734745383262634},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3626982569694519},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2874540090560913},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.25655123591423035},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.24483156204223633},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.1911691129207611},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.18901681900024414},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1154104471206665},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06252139806747437},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cdc.2011.6160486","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2011.6160486","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Conference on Decision and Control and European Control Conference","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1567262822","https://openalex.org/W1953097917","https://openalex.org/W1970943856","https://openalex.org/W1975079882","https://openalex.org/W2093910539","https://openalex.org/W2110032536","https://openalex.org/W2110299265","https://openalex.org/W2114827813","https://openalex.org/W2146487188","https://openalex.org/W2341760625","https://openalex.org/W4212780424","https://openalex.org/W4302609762","https://openalex.org/W6704461345"],"related_works":["https://openalex.org/W2097411338","https://openalex.org/W4256064714","https://openalex.org/W2071842300","https://openalex.org/W2011031901","https://openalex.org/W2963859747","https://openalex.org/W2523371140","https://openalex.org/W1559629743","https://openalex.org/W4238753042","https://openalex.org/W2072340177","https://openalex.org/W4247379478"],"abstract_inverted_index":{"A":[0],"control":[1,46,52,60],"problem":[2],"is":[3,21,47,53],"formulated":[4],"for":[5],"a":[6,18,22],"linear":[7],"stochastic":[8],"system":[9,33],"with":[10],"noisy,":[11],"partial":[12],"observations":[13],"of":[14,25],"the":[15,26,29,32,36,56,62,65],"state":[16,27,63],"and":[17,28,35,50,64],"cost":[19],"that":[20],"quadratic":[23],"functional":[24],"control.":[30],"Both":[31],"noise":[34,38],"observation":[37,66],"can":[39],"be":[40],"fractional":[41],"Brownian":[42,69],"motions.":[43,70],"An":[44],"optimal":[45,59],"explicitly":[48],"described":[49],"this":[51],"compared":[54],"to":[55],"well":[57],"known":[58],"where":[61],"noises":[67],"are":[68]},"counts_by_year":[{"year":2019,"cited_by_count":3},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
