Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space

DOI10.1016/S0019-9958(67)90417-2zbMath0178.18902OpenAlexW2074143156MaRDI QIDQ5564796

Peter L. Falb

Publication date: 1967

Published in: Information and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0019-9958(67)90417-2

zbMATH Keywords

separable Hilbert spaceKalman-Bucy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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