scientific article; zbMATH DE number 3366787
From MaRDI portal
zbMath0231.93022MaRDI QIDQ5639583
Publication date: 1971
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Filtering in stochastic control theory (93E11) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
Related Items
An extension of the special factorization with applications to Wiener- Hopf equations, Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs, Linear-quadratic stochastic differential games for distributed parameter systems, Joint state and parameter estimation for distributed mechanical systems, Unnamed Item, Kernel representation of Kalman observer and associated H-matrix based discretization, Quadratic control for linear periodic systems, Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting, Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation, Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne, Solutions and Approximations to the Riccati Integral Equation with Values in a Space of Compact Operators, Unnamed Item, Numerical observers with vanishing viscosity for the 1d wave equation, State estimation formula for a parabolic system with unknown input function, Recovering the observable part of the initial data of an infinite-dimensional linear system with skew-adjoint generator, Optimal Sensor Placement: A Robust Approach, Optimal sensor location in the presence of nonstationary noise, Existence and comparison theorems for partial differential equations of Riccati type, Chandrasekhar algorithms for linear time varying distributed systems, Flow recovery from distal pressure in linearized hemodynamics: an optimal control approach, Sur le filtre de Kalman-Bucy en temps continu, Filtering theory for stochastic processes with two dimensional time parameter, Filtering for systems modelled by variational inequalities associated with the one phase stochastic Stefan problem, Analysis of an observer strategy for initial state reconstruction of wave-like systems in unbounded domains, Kalman duality principle for a class of ill-posed minimax control problems with linear differential-algebraic constraints, A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer, Localised sequential state estimation for advection dominated flows with non-Gaussian uncertainty description, Unnamed Item, Anomalous dissipation in a stochastic inviscid dyadic model, New interpretation of elliptic Boundary value problems via invariant embedding approach and Yosida regularization, \(N\)-person differential games governed by semilinear stochastic evolution systems, [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques], Factorization of second-order elliptic boundary value problems by dynamic programming, Stochastic evolution equations and related measure processes, A direct method for optimization of stochastic distributed systems, Smoothing algorithms for nonlinear distributed parameter systems, A rapprochement of the theories of radiative transfer and linear stochastic estimation, Fixed-interval smoothing for a linear distributed parameter system, Stochastic evolution equations with general white noise disturbance, Some recent applications of distributed parameter systems theory - a survey, Identification of weakly coupled multiphysics problems. application to the inverse problem of electrocardiography, Estimation of urban air pollution, Optimal estimation problems for a linear distributed parameter system, Convergence of discrete-time Kalman filter estimate to continuous time estimate, Sensors and controllers location in distributed systems - A survey, Infinite dimensional parameter identification for stochastic parabolic systems, Variational assimilation of oceanographic data. Primal and dual approaches, Optimal guidance and estimation of a 2D diffusion-advection process by a team of mobile sensors, Equations aux dérivées partielles stochastiques non linéaires. I, At the crossroads of simulation and data analytics, A bilevel learning approach for optimal observation placement in variational data assimilation, A weak stochastic integral in Banach space with application to a linear stochastic differential equation, Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state, Data Assimilation for Linear Parabolic Equations: Minimax Projection Method, Characterization of kernel functions associated with operator algebraic Riccati equations for linear delay systems, Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation, Data assimilation of time under-sampled measurements using observers, the wave-like equation example
