Title :
Optimal filtering for linear stochastic hereditary differential systems
Author :
Bensoussan, A. ; Delfour, M.C. ; Mitter, S.K.
Author_Institution :
Universit?? de Paris IX, Paris
Abstract :
This paper outlines the development of Filtering Theory for stochastic hereditary differential systems. It uses the model of hereditary differential systems developed by Delfour and Mitter and the results of Bensoussan on Estimation theory in Hilbert spaces.
Keywords :
Delay; Differential equations; Estimation theory; Filtering; Hilbert space; Kalman filters; Laboratories; Nonlinear filters; Riccati equations; Stochastic systems;
Conference_Titel :
Decision and Control, 1972 and 11th Symposium on Adaptive Processes. Proceedings of the 1972 IEEE Conference on
Conference_Location :
New Orleans, Louisiana, USA
DOI :
10.1109/CDC.1972.269023
