On linear filtering under dependent wide-band noise (Q3788816): Difference between revisions

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+https://doi.org/10.1080/17442508808833502
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+Estimation Theory for Abstract Evolution Equations Excited by General White Noise Processes
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+Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case
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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
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+Quadratic Control of Evolution Equations with Delays in Control
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