A Survey of Infinite-Dimensional Filtering

DOI10.1137/1017041MaRDI QIDQ4066308zbMATH OpenOpenAlexFDO

Authors Ruth Curtain

Publication date 1975

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1017041

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited in

(27)

• Recent advances in the study of distributed parameter systems
• A dual approach to a linear smoothing problem
• Chandrasekhar algorithms for linear time varying distributed systems
• Application of the distributed parameter filter to predict simulated tidal induced shallow water flow
• Hybrid domain decomposition filters for advection-diffusion PDEs with mobile sensors
• Optimal state estimation for non-time invertible evolutionary systems
• Solutions and approximations to the Riccati integral equation with values in a space of compact operators
• A reduced basis Kalman filter for parametrized partial differential equations
• Infinite dimensional Langevin equation and Fokker-Planck equation
• Simultaneous state and parameter estimation and location of sensors for distributed systems
• Stochastic distributed systems with point observations and boundary control: an abstract theory
• Further applications of the non-stationary operational calculus to the synthesis of closed-loop distributed systems A new approach to distributed white noise†
• Optimal estimation problems for a linear distributed parameter system
• Distributed parameter system indentification A survey†
• Optimal sensor placement: a robust approach
• A stochastic model for electrodeposition process with applications in filtering and boundary control
• Kernel representation of Kalman observer and associated H-matrix based discretization
• The infinite-dimensional optimal filtering problem with mobile and stationary sensor networks
• Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
• Filtering dynamical systems using observations of statistics
• Coupled stochastic-statistical equations for filtering multiscale turbulent systems
• Mathematical analysis of an observer for solving inverse source wave problem
• A consensus Kalman filter on L₂ spaces
• Discrete-time formulations as time discretization strategies in data assimilation
• Local well-posedness of the minimum energy estimator for a defocusing cubic wave equation
• Sensors and controllers location in distributed systems - A survey

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