ON FILTERING OF THE HILBERT SPACE-VALUED STOCHASTIC-PROCESS OVER DISCRETE-CONTINUOUS OBSERVATIONS

被引：0

作者：

ORLOV, YV ^{[1
]}

机构：

[1] MOSCOW INST AVIAT TECHNOL, MOSCOW, RUSSIA

来源：

LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES | 1993年 / 185卷

关键词：

FILTERING; HILBERT SPACE-VALUED STOCHASTIC PROCESS; DISCRETE-CONTINUOUS OBSERVATIONS; VIBROSOLUTION;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we consider the filtering problem for the Hilbert space-valued stochastic process over discrete-continuous observations. The filtering equations are obtained for the optimal estimate (conditional expectation) and covariance operator in both integral and differential forms. A separate section is devoted to the case of discrete observations. For instance, the filtering problem for the heat equation is investigated.

引用

页码：336 / 346

页数：11