Infinite-Dimensional Filtering

DOI10.1137/0313005MaRDI QIDQ4050464zbMATH OpenOpenAlexFDO

Authors Ruth Curtain

Publication date 1975

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

Full work available at URL https://doi.org/10.1137/0313005

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited in

(15)

• Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
• On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
• Solutions and approximations to the Riccati integral equation with values in a space of compact operators
• Optimal sensor placement: a robust approach
• Stochastic distributed systems with point observations and boundary control: an abstract theory
• Optimal state estimation for non-time invertible evolutionary systems
• Optimal output estimation for infinite-dimensional systems with disturbances
• Optimal strategies for the control of autonomous vehicles in data assimilation
• The Kalman-Bucy method of optimal filtering and its generalizations
• The optimal filtering problem for a discrete-time distributed parameter system
• Estimation problems in an input-and-output system
• Estimation of urban air pollution
• Distributed-parameter optimal control via mathematical programming
• The infinite-dimensional optimal filtering problem with mobile and stationary sensor networks
• Scattering theory and linear state-space estimation

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