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dc.contributor.authorBensoussan, Alain
dc.contributor.authorLions, Jacques-Louis
dc.date.accessioned2014-04-29T15:07:23Z
dc.date.available2014-04-29T15:07:23Z
dc.date.issued1981
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13202
dc.language.isoenen
dc.subjectnonclassical filtering problemen
dc.subjectlinear distributed parameter systemen
dc.subject.ddc519en
dc.titleFiltering of distributed parameter systems with pointwise disturbancesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe consider in this article a filtering problem for a linear distributed parameter system where the input disturbances are located in points instead of being distributed. The observation process is assumed to be distributed inside the domain. Although formally one can derive equations for the Kalman filter and the Riccati equation, the complete justification of these equations leads to problems which cannot be solved by standard methods, in the sense that some new functional spaces need to be introduced. The objective of the paper is to give a rigorous treatment of this nonclassical filtering problem, which is relevant for applications.en
dc.relation.isversionofjnlnameApplied Mathematics and Optimization
dc.relation.isversionofjnlvol7en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate1981
dc.relation.isversionofjnlpages191-224en
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/BF01442116en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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