An identification problem for partially observed infinite dimensional linear stochastic systems
DOI10.1080/02331939808844384zbMATH Open0906.93056OpenAlexW2095069383MaRDI QIDQ4397403FDOQ4397403
Wilfried Grecksch, Constantin Tudor
Publication date: 16 February 1999
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939808844384
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- Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
- Parameter identification for hyperbolic stochastic systems
- Filtering and controal of stochastic differential equations with unbounded coefficients
- Identification of linear stochastic systems based on partial information
- Parameter identification for partially observed diffusions
- Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
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