An identification problem for partially observed infinite dimensional linear stochastic systems

DOI10.1080/02331939808844384MaRDI QIDQ4397403zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

optimizationidentificationminimization probleminfinite-dimensional systemslinear stochastic systemfinite dimensional approximationexistence of an optimum

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Control/observation systems in abstract spaces (93C25)

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Cites work

• scientific article; zbMATH DE number 193432 (Why is no real title available?)
• scientific article; zbMATH DE number 3630559 (Why is no real title available?)
• Filtering and controal of stochastic differential equations with unbounded coefficients
• Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
• Identification of linear stochastic systems based on partial information
• Parameter identification for hyperbolic stochastic systems
• Parameter identification for partially observed diffusions
• Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
• Stochastic partial differential equations and filtering of diffusion processes

Cited in

(4)

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• scientific article; zbMATH DE number 5006174 (Why is no real title available?)
• scientific article; zbMATH DE number 4114539 (Why is no real title available?)

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