A class of filter problems. I: Existence Theory

DOI10.1007/BF00934038zbMath0421.93072MaRDI QIDQ1133509

Leonard D. Berkovitz, H. Pollard

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

existenceuniquenessvariational problemsfilterrenewal equationsoptimal filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

A class of filter problems. II: Solution for absolutely continuous kernels

Cites Work

• Unnamed Item
• Differential-difference equations
• A non-classical variational problem arising from an optimal filter problem
• A non-classical variational problem arising from an optimal filter problem. II
• A Variational Problem Related to an Optimal Filter Problem with Self-Correlated Noise
• Addenda to "A Variational Problem Related to an Optimal Filter Problem with Self-Correlated Noise"
• What is the Laplace Transform?

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