• DocumentCode
    3000793
  • 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
  • fYear
    1972
  • fDate
    13-15 Dec. 1972
  • Firstpage
    378
  • Lastpage
    380
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/CDC.1972.269023
  • Filename
    4044946
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3000793