Abstract
We establish existence and uniqueness of solutions of a class of Riccati equations in Hilbert space oćcurring in filtering problems for distributed parameter systems using “point” sensors.
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References
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Balakrishnan, A.V. On a class of Riccati equations in a Hilbert space. Appl Math Optim 7, 159–174 (1981). https://doi.org/10.1007/BF01442114
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DOI: https://doi.org/10.1007/BF01442114