Filtering of distributed parameter systems with pointwise disturbances
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Publication:1159639
DOI10.1007/BF01442116zbMath0474.93058OpenAlexW1984245103WikidataQ101552537 ScholiaQ101552537MaRDI QIDQ1159639
Jacques Louis Lions, Alain Bensoussan
Publication date: 1981
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01442116
heat equationKalman filterfilteringelliptic operatorsRiccati equationrandom disturbanceselliptic operators and random functionals in Hilbert spaces
Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Heat equation (35K05)
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