Statistical problems in Hilbert spaces. Application to filtering theory

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Statistical problems in Hilbert spaces. Application to filtering theory. (English). Kybernetika, vol. 6 (1970), issue 4, pp. (270)-279

MSC: 94.10 | MR 0281529 | Zbl 0198.23202

References:

[1] A. Bensoussan: Filtre de Wiener et Filtre de Kalman Bucy pour les équations aux dérivées partielles. I. R. I. A. report, to appear.

[2] R. E. Kalman R. S. Bucy: New results in linear filtering and prediction theory. Journal of Basic Engineering (1961), 95-107. MR 0234760

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