Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
From MaRDI portal
Publication:5564796
Recommendations
- A generalization of the Kalman filter to models with infinite variance
- Publication:4939545
- H/sub ∞/ Gaussian filter on infinite time horizon
- scientific article; zbMATH DE number 2048368
- The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
- On filtering equations in infinite dimensions
- The Kalman-Bucy filter revisited
- scientific article; zbMATH DE number 897445
Cited in
(41)- Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise
- Scattering theory and linear state-space estimation
- Parameter-dependent filtering of Gaussian processes in Hilbert spaces
- Filtering dynamical systems using observations of statistics
- A survey of optimal control of distributed-parameter systems
- Ito's lemma in infinite dimensions
- Feedback control of distributed parameter systems with spatially concentrated controls†
- An operator-valued stochastic integral
- Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion
- Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
- Optimal sensor and controller allocation for a class of distributed parameter systems
- Optimal strategies for the control of autonomous vehicles in data assimilation
- Optimal sensors' allocation strategies for a class of stochastic distributed systems
- Fixed-interval smoothing for a linear distributed parameter system
- Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise
- Control of stochastic distributed-parameter systems
- Identification of distributed systems and the theory of the regularization
- Sequential estimation in distributed systems
- The application of an approximate non-linear filter to systems governed by coupled ordinary and partial differential equations
- Innovation approach to distributed-parameter detection and estimation†
- Basic optimal estimation and control problems in Hilbert space
- Optimal estimation problems for a linear distributed parameter system
- The optimal filtering problem for a discrete-time distributed parameter system
- Stochastic optimization theory in Hilbert spaces. I
- The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
- Optimal control and observation locations for time-varying systems on a finite-time horizon
- Application of the distributed parameter filter to predict simulated tidal induced shallow water flow
- Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation
- Stochastic differential equations in Hilbert space
- Stochastic evolution equations and related measure processes
- Estimation problems in an input-and-output system
- Optimal filtering in linear distributed-parameter systems†
- scientific article; zbMATH DE number 3405287 (Why is no real title available?)
- Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
- Distributed-parameter optimal control via mathematical programming
- A reduced basis Kalman filter for parametrized partial differential equations
- A method of parameter identification for linear distributed parameter systems
- Smoothing algorithms for nonlinear distributed parameter systems
- Filtering of Gaussian processes in Hilbert spaces
- Discrete-time regulator of an infinite-dimensional system
- Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs
This page was built for publication: Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5564796)
