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- Vladimir Kolmanovskii, Jean-Pierre Richard
- IEEE Trans. Automat. Contr.
- 1999

Neutral stochastic differential delay equations (NSDDEs) have recently been studied intensively (see Kolmanovskii, V.B. and Nosov, V.R., Stability and Periodic Modes of Control Systems with Aftereffect; Nauka: Moscow, 1981 and Mao X., Stochastic Differential Equations and Their Applications; Horwood Pub.: Chichester, 1997). Given that many systems are often… (More)

- Vladimir Kolmanovskii, Leonid E. Shaikhet
- Appl. Math. Lett.
- 2002

- J Chen, G Gu, +21 authors Soura Dasgupta
- 2000

This paper studies a generalized real structured singular value ( ) problem where uncertain parameters are bounded by an norm. Two results are presented. The first one shows that this generalized problem is NP-hard for any given rational number [1 ]. The NP-hardness holds as long as , the size of the largest repeated block, exceeds one. This result… (More)

- Vladimir Kolmanovskii
- Int. J. Systems Science
- 2003

- Vladimir Kolmanovskii, Leonid E. Shaikhet
- Appl. Math. Lett.
- 2003

Many stability results in the theory of stochastic hereditary systems and their applications were obtained by construction of appropriate Lyapunov functionals. One general method of Lyapunov functionals construction was proposed and developed by the authors during last decade for stability investigation of deterministic and stochastic… (More)

- Vladimir Kolmanovskii, Jean-Pierre Richard
- Neural Parallel & Scientific Comp.
- 1999

- V. Kolmanovskii
- 2007

The stochastic mean-square ltering problem for dynamic systems with delay is considered. The state-space representation for optimal lter is obtained. The optimal algorithm contains a system of functional partial diierential equations. Simpliied algorithms for solving the ltering problem are proposed. With the help of the theory of duality for convex… (More)

- E Sh Shtengol'd, E A Godin, V B Kolmanovskiĭ, V E Naumov, Ia Vashku
- Vestnik Akademii meditsinskikh nauk SSSR
- 1988

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