scientific article; zbMATH DE number 4035699

MaRDI QIDQ3775440zbMATH OpenFDO

Authors A. Germani, Leopoldo Jetto, Mauro Piccioni

Publication date 1987

zbMATH Keywords

filter equationsGalerkin type treatmentHilbert spaceHilbert-Schmidt operatorsinfinite-dimensional Kalman filterRiccati equation

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Equations involving linear operators, with operator unknowns (47A62) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Newton-type methods (49M15) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Control/observation systems in abstract spaces (93C25) Filtering in stochastic control theory (93E11)

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