Basic optimal estimation and control problems in Hilbert space

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Theory of error-correcting codes and error-detecting codes (94B99)

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A basic optimization problem in linear systems
An RKHS approach to detection and estimation problems-- III: Generalized innovations representations and a likelihood-ratio formula
Causality in Hilbert Space
Duality condition established in the frequency domain (Corresp.)
Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case
Non-linear systems in Hilbert resolution spaces†
On Time-Related Properties of Nonlinear Systems
On a Generalized Volterra Equation in Hilbert Space
On the Optimal Control of Distributive Systems
On the Separation Theorem of Stochastic Control
On the equivalence between matrix Riccati equations and Fredholm resolvents
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Reproducing kernel resolution space and its applications
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Cited in

(10)

A vector measure approach to state feedback control in Banach resolution spaces. I
Discrete-time feedback systems: An operator theoretic approach
Special factorization and Riccati integral equations
Optimal feedback control of infinite dimensional linear system with applications to hereditary problems
Extended spaces and the resolution topology†
A factorization on the semi-infinite interval. II: Applications to stable regulator problems
Factorization and quadratic cost problems in Hilbert spaces
The Arveson frequency response and systems theory
Optimization problems in partially ordered Hilbert resolution spaces†
On a class of operators on Hilbert space with applications to factorization and systems theory

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