The innovations approach to space-time filtering and smoothing

DOI10.1016/S0020-0255(72)80011-2zbMath0239.93025OpenAlexW2085214147MaRDI QIDQ2553335

Andrew P. Sage, G. R. V. Kumar

Publication date: 1972

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(72)80011-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

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• The optimal control of systems with distributed parameters
• Optimum processes in systems with distributed parameters
• The maximum principle for optimum systems with distributed parameters
• The broadened principle of the maximum for optimal control problems
• State estimation for infinite-dimensional systems
• Least-squares filtering and smoothing for linear distributed parameter systems
• A survey of optimal control of distributed-parameter systems
• Control of stochastic distributed-parameter systems

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