Pages that link to "Item:Q5564796"

The following pages link to Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space (Q5564796):

Displaying 38 items.

• Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state (Q1053654) (← links)
• Scattering theory and linear state-space estimation (Q1087854) (← links)
• Distributed-parameter optimal control via mathematical programming (Q1146117) (← links)
• Identification of distributed systems and the theory of the regularization (Q1146644) (← links)
• Discrete-time regulator of an infinite-dimensional system (Q1211021) (← links)
• Stochastic evolution equations and related measure processes (Q1215223) (← links)
• Stochastic optimization theory in Hilbert spaces. I (Q1217662) (← links)
• A method of parameter identification for linear distributed parameter systems (Q1227558) (← links)
• Smoothing algorithms for nonlinear distributed parameter systems (Q1227697) (← links)
• Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion (Q1254775) (← links)
• Estimation problems in an input-and-output system (Q1569968) (← links)
• Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (Q1659558) (← links)
• Optimal strategies for the control of autonomous vehicles in data assimilation (Q1691207) (← links)
• Application of the distributed parameter filter to predict simulated tidal induced shallow water flow (Q1892249) (← links)
• A survey of optimal control of distributed-parameter systems (Q2546672) (← links)
• Stochastic differential equations in Hilbert space (Q2548821) (← links)
• Ito's lemma in infinite dimensions (Q2551293) (← links)
• Control of stochastic distributed-parameter systems (Q2551445) (← links)
• Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs (Q2682333) (← links)
• Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon (Q2796006) (← links)
• A reduced basis Kalman filter for parametrized partial differential equations (Q2994666) (← links)
• Fixed-interval smoothing for a linear distributed parameter system (Q3864385) (← links)
• Optimal sensor and controller allocation for a class of distributed parameter systems (Q3882286) (← links)
• Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise (Q3948989) (← links)
• Sequential estimation in distributed systems (Q4042569) (← links)
• The application of an approximate non-linear filter to systems governed by coupled ordinary and partial differential equations (Q4063027) (← links)
• Optimal sensors' allocation strategies for a class of stochastic distributed systems (Q4071137) (← links)
• Innovation approach to distributed-parameter detection and estimation† (Q4156652) (← links)
• Basic optimal estimation and control problems in Hilbert space (Q4159280) (← links)
• Optimal estimation problems for a linear distributed parameter system (Q4171947) (← links)
• The optimal filtering problem for a discrete-time distributed parameter system (Q4198420) (← links)
• Filtering of Gaussian processes in Hilbert spaces (Q5114817) (← links)
• Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise (Q5610788) (← links)
• Optimal filtering in linear distributed-parameter systems† (Q5646746) (← links)
• Feedback control of distributed parameter systems with spatially concentrated controls† (Q5658716) (← links)
• An operator-valued stochastic integral (Q5671437) (← links)
• (Q5671438) (← links)
• Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation (Q5862897) (← links)