Stochastic distributed systems with point observations and boundary control: an abstract theory

DOI10.1080/17442507908833140zbMath0421.60057OpenAlexW2028101609MaRDI QIDQ3854390

Ruth F. Curtain

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833140

zbMATH Keywords

boundary controlseparation principleKalman-Bucy filterpoint observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic analysis (60H99)

Cites Work

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• Linear stochastic evolution equations in Hilbert space
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• Infinite-Dimensional Filtering
• A Survey of Infinite-Dimensional Filtering
• Sur une équation d'évolution stochastique
• Estimation Theory for Abstract Evolution Equations Excited by General White Noise Processes
• The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
• An Abstract Theory for Unbounded Control Action for Distributed Parameter Systems
• Optimal Control of Stochastic Linear Distributed Parameter Systems

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