Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
DOI10.1016/0016-0032(83)90058-3zbMath0517.93055OpenAlexW2004266142MaRDI QIDQ1053654
Publication date: 1983
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(83)90058-3
parallel processingnumerical solution of partial differential Riccati equationpartitioned filterstochastic distributed parameter systems
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inner product spaces and their generalizations, Hilbert spaces (46C99) Probability theory on linear topological spaces (60B11)
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