A finite-dimensional filtering of infinite-dimensional diffusion processes

DOI10.1007/BF01209373MaRDI QIDQ1324930zbMATH OpenOpenAlexFDO

Authors Yu. V. Orlov

Publication date 21 July 1994

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01209373

zbMATH Keywords

optimal estimationparabolic partial differential equationfiltering probleminfinite-dimensional diffusion processKalman-Bucy equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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