A continuity property for the filter associated to Hilbert-space valued systems

DOI10.1016/S0167-6911(00)00020-7zbMath0977.93078WikidataQ126324150 ScholiaQ126324150MaRDI QIDQ1575413

M.-N. Dietsch

Publication date: 21 August 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Hilbert spacenonlinear filteringcontinuity of the filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Control/observation systems in abstract spaces (93C25)

Cites Work

• On filtering equations in infinite dimensions
• On the gap between deterministic and stochastic ordinary differential equations
• Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation
• Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés
• Une propriete de continuite en filtrage non lineaire
• Stochastic Equations in Infinite Dimensions
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