Filter Stability for Stochastic Evolution Equations

DOI10.1137/0315032MaRDI QIDQ4122311zbMATH OpenOpenAlexFDO

Authors Richard B. Vinter

Publication date 1977

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

Full work available at URL https://doi.org/10.1137/0315032

Mathematics Subject Classification ID

Qualitative properties of solutions to partial differential equations (35B99) Operator partial differential equations (= PDEs on finite-dimensional spaces for abstract space valued functions) (35R20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic systems and control (93E99)

Cited in

(8)

• A uniformly differentiable approximation scheme for delay systems using splines
• F-reduction of the operator Riccati equation for hereditary differential systems
• On the regularity of solutions of an operator Riccati equation arising in linear quadratic optimal control problems for hereditary differential systems
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• A linear quadratic optimal control for neutral systems
• Discrete approximation of nonlinear filtering for stochastic delay equations
• On the design of a stable adaptive filter for state estimation in high dimensional systems
• Characterization of kernel functions associated with operator algebraic Riccati equations for linear delay systems

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