Sufficient conditions for stabilization of coefficients in discrete infinite-dimensional Kalman filters

zbMath0622.93068MaRDI QIDQ1091338

L. N. Gurvits

Publication date: 1986

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

infinite-dimensional Kalman filterstabilization of the filter coefficients

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Control/observation systems in abstract spaces (93C25) Inner product spaces and their generalizations, Hilbert spaces (46C99)

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