Cited in
(19)- Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
- Scattering theory and linear state-space estimation
- The Kalman-Bucy method of optimal filtering and its generalizations
- Distributed-parameter optimal control via mathematical programming
- Estimation of urban air pollution
- Estimation problems in an input-and-output system
- Optimal strategies for the control of autonomous vehicles in data assimilation
- On duality between estimation and control for linear stochastic functional evolution equations in Hilbert spaces
- Optimal state estimation for non-time invertible evolutionary systems
- Solutions and approximations to the Riccati integral equation with values in a space of compact operators
- Stochastic distributed systems with point observations and boundary control: an abstract theory
- The optimal filtering problem for a discrete-time distributed parameter system
- Optimal sensor placement: a robust approach
- The infinite-dimensional optimal filtering problem with mobile and stationary sensor networks
- Coupled stochastic-statistical equations for filtering multiscale turbulent systems
- Data assimilation models for computing probability distributions of complex multiscale systems
- A consensus Kalman filter on L₂ spaces
- Discrete-time formulations as time discretization strategies in data assimilation
- Optimal output estimation for infinite-dimensional systems with disturbances
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