Filter Stability for Stochastic Evolution Equations
From MaRDI portal
Publication:4122311
DOI10.1137/0315032zbMath0352.35080MaRDI QIDQ4122311
Publication date: 1977
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0315032
93E99: Stochastic systems and control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R20: Operator partial differential equations (= PDEs on finite-dimensional spaces for abstract space valued functions)
35B99: Qualitative properties of solutions to partial differential equations
Related Items
On the design of a stable adaptive filter for state estimation in high dimensional systems, Characterization of kernel functions associated with operator algebraic Riccati equations for linear delay systems, A uniformly differentiable approximation scheme for delay systems using splines, F-reduction of the operator Riccati equation for hereditary differential systems, On the regularity of solutions of an operator Riccati equation arising in linear quadratic optimal control problems for hereditary differential systems, Semilinear stochastic evolution equations: boundedness, stability and invariant measurest, A linear quadratic optimal control for neutral systems, Discrete approximation of nonlinear filtering for stochastic delay equations
