Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems

DOI10.1137/0326072zbMath0662.93073MaRDI QIDQ3813733

Leopoldo Jetto, Mauro Piccioni, Alfredo Germani

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326072

zbMATH Keywords

finite-dimensional approximation; Galerkin approximation; infinite- dimensional Kalman filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C05: Linear systems in control theory

93C25: Control/observation systems in abstract spaces

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