Filtering of Gaussian processes in Hilbert spaces

DOI10.1142/S0219493720500203zbMath1443.60039arXiv1903.11464OpenAlexW3106009122MaRDI QIDQ5114817

Bohdan Maslowski, V. Kubelka

Publication date: 26 June 2020

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.11464

zbMATH Keywords

Gaussian processesstochastic evolution equationsKalman-Bucy filter

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Parameter-dependent filtering of Gaussian processes in Hilbert spaces

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