Optimal filtering for linear stochastic hereditary differential systems
Alain Bensoussan, Michel C. Delfour, Sanjoy K. Mitter · 1972
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.