Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
From MaRDI portal
Publication:5564796
DOI10.1016/S0019-9958(67)90417-2zbMath0178.18902OpenAlexW2074143156MaRDI QIDQ5564796
Publication date: 1967
Published in: Information and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0019-9958(67)90417-2
Related Items
Scattering theory and linear state-space estimation ⋮ 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 ⋮ Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise ⋮ Optimal filtering in linear distributed-parameter systems† ⋮ Optimal strategies for the control of autonomous vehicles in data assimilation ⋮ Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs ⋮ Parameter-dependent filtering of Gaussian processes in Hilbert spaces ⋮ Distributed-parameter optimal control via mathematical programming ⋮ Identification of distributed systems and the theory of the regularization ⋮ Feedback control of distributed parameter systems with spatially concentrated controls† ⋮ Sequential estimation in distributed systems ⋮ Filtering of Gaussian processes in Hilbert spaces ⋮ An operator-valued stochastic integral ⋮ The application of an approximate non-linear filter to systems governed by coupled ordinary and partial differential equations ⋮ Optimal sensors' allocation strategies for a class of stochastic distributed systems ⋮ A reduced basis Kalman filter for parametrized partial differential equations ⋮ Discrete-time regulator of an infinite-dimensional system ⋮ Stochastic evolution equations and related measure processes ⋮ Stochastic optimization theory in Hilbert spaces. I ⋮ A method of parameter identification for linear distributed parameter systems ⋮ Smoothing algorithms for nonlinear distributed parameter systems ⋮ Fixed-interval smoothing for a linear distributed parameter system ⋮ Innovation approach to distributed-parameter detection and estimation† ⋮ Basic optimal estimation and control problems in Hilbert space ⋮ Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon ⋮ Unnamed Item ⋮ Optimal estimation problems for a linear distributed parameter system ⋮ Optimal sensor and controller allocation for a class of distributed parameter systems ⋮ Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion ⋮ A survey of optimal control of distributed-parameter systems ⋮ The optimal filtering problem for a discrete-time distributed parameter system ⋮ Stochastic differential equations in Hilbert space ⋮ Ito's lemma in infinite dimensions ⋮ Control of stochastic distributed-parameter systems ⋮ Estimation problems in an input-and-output system ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state ⋮ Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation ⋮ Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise
