Filtering of distributed parameter systems with pointwise disturbances

DOI10.1007/BF01442116zbMATH Open0474.93058OpenAlexW1984245103WikidataQ101552537 ScholiaQ101552537MaRDI QIDQ1159639FDOQ1159639

Authors: Alain Bensoussan, Jacques-Louis Lions 

Publication date: 1981

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442116

zbMATH Keywords

Kalman filterelliptic operatorsfilteringheat equationRiccati equationrandom disturbanceselliptic operators and random functionals in Hilbert spaces

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Heat equation (35K05) Control/observation systems governed by partial differential equations (93C20)

Cited In (3)

• An optimal control model for the surface runoff contamination of a large river basin
• Filtering and controal of stochastic differential equations with unbounded coefficients
• Parameter identification for hyperbolic stochastic systems

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