A Survey of Infinite-Dimensional Filtering
From MaRDI portal
Publication:4066308
DOI10.1137/1017041zbMath0308.60022OpenAlexW1981420955MaRDI QIDQ4066308
Publication date: 1975
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1017041
Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (21)
Hybrid domain decomposition filters for advection-diffusion PDEs with mobile sensors ⋮ Application of the distributed parameter filter to predict simulated tidal induced shallow water flow ⋮ Kernel representation of Kalman observer and associated H-matrix based discretization ⋮ Infinite dimensional Langevin equation and Fokker-Planck equation ⋮ Solutions and Approximations to the Riccati Integral Equation with Values in a Space of Compact Operators ⋮ A dual approach to a linear smoothing problem ⋮ Optimal Sensor Placement: A Robust Approach ⋮ Chandrasekhar algorithms for linear time varying distributed systems ⋮ Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions ⋮ Simultaneous state and parameter estimation and location of sensors for distributed systems ⋮ A reduced basis Kalman filter for parametrized partial differential equations ⋮ A stochastic model for electrodeposition process with applications in filtering and boundary control ⋮ Stochastic distributed systems with point observations and boundary control: an abstract theory ⋮ Further applications of the non-stationary operational calculus to the synthesis of closed-loop distributed systems A new approach to distributed white noise† ⋮ Optimal estimation problems for a linear distributed parameter system ⋮ Distributed parameter system indentification A survey† ⋮ Optimal State Estimation for Non-Time Invertible Evolutionary Systems ⋮ Sensors and controllers location in distributed systems - A survey ⋮ The Infinite-Dimensional Optimal Filtering Problem with Mobile and Stationary Sensor Networks ⋮ Recent advances in the study of distributed parameter systems ⋮ Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation
This page was built for publication: A Survey of Infinite-Dimensional Filtering