Infinite dimensional estimation theory applied to a water pollution problem

  • Ruth F. Curtain
Optimal Control Stochastic
Part of the Lecture Notes in Computer Science book series (LNCS, volume 41)


Stochastic Differential Equation Strong Solution Analytic Semigroup Compound Poisson Process Stochastic Evolution Equation 


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    BENSOUSSAN, A. "Filtrage Optimal des Systèmes Linéaires", Dunod, 1971.Google Scholar
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    CURTAIN, R.F. "Infinite Dimensional Estimation Theory for Linear Systems", Control Theory Centre Report No. 38, University of Warwick, 1975.Google Scholar
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    CURTAIN, R.F. & PRITCHARD, A.J. "The Infinite Dimensional Riccati Equation for Systems Defined by Evolution Operators", 1975 (to appear in SIAM J. Control).Google Scholar
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    VARAIYA, P. "Filtering and Control of Jump Processes", Ibid.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1976

Authors and Affiliations

  • Ruth F. Curtain
    • 1
  1. 1.Control Theory CentreUniversity of WarwickCoventryUK

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