scientific article; zbMATH DE number 2048368

zbMATH Open1042.93056MaRDI QIDQ4451691FDOQ4451691

Alain Bensoussan

Publication date: 1 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

Kalman filterinfinite dimensional systemslinear filtering theorylinear random functionals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems in abstract spaces (93C25)

Cited In (8)

• A generalization of the Kalman filter to models with infinite variance
• Abstract Optimal Linear Filtering
• Title not available (Why is that?)
• Ellipsoidal filtering of the state of an infinite-dimensional system. I. Solution of distributional differential equations in a Hilbert space
• Title not available (Why is that?)
• An optimal linear filter for random signals with realisations in a separable Hilbert space
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Solutions and Approximations to the Riccati Integral Equation with Values in a Space of Compact Operators

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