A finite-dimensional filtering of infinite-dimensional diffusion processes (Q1324930)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A finite-dimensional filtering of infinite-dimensional diffusion processes |
scientific article |
Statements
A finite-dimensional filtering of infinite-dimensional diffusion processes (English)
0 references
21 July 1994
0 references
optimal estimation
0 references
infinite-dimensional diffusion process
0 references
filtering problem
0 references
parabolic partial differential equation
0 references
Kalman-Bucy equations
0 references