On filtering equations in infinite dimensions

DOI10.1006/JFAN.1996.2970zbMATH Open0880.60043OpenAlexW1990824288MaRDI QIDQ677475FDOQ677475

N. U. Ahmed, Marco Fuhrman, Jerzy Zabczyk

Publication date: 3 February 1998

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1996.2970

zbMATH Keywords

Zakai equationinfinite-dimensional nonlinear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (14)

• On extending classical filtering equations
• Title not available (Why is that?)
• Relatively optimal filtering on a Hilbert space for measure driven stochastic systems
• An infinite expansion for nonlinear filtering
• Representation of systems disturbed by wide band noise
• Delay structure of wideband noises with application to filtering problems
• Ellipsoidal filtering of the state of an infinite-dimensional system. I. Solution of distributional differential equations in a Hilbert space
• Infinite-length roots of median filters
• Generalized solutions of HJB equations applied to stochastic control on Hilbert space
• Title not available (Why is that?)
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Nonlinear filtering of semi-Dirichlet processes
• A continuity property for the filter associated to Hilbert-space valued systems

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