Parameter-dependent filtering of Gaussian processes in Hilbert spaces

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3A10452038" target="_blank" >RIV/00216208:11320/23:10452038 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=b2J.O4NxdL" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=b2J.O4NxdL</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/07362994.2022.2080078" target="_blank" >10.1080/07362994.2022.2080078</a>

Result language
angličtina
Original language name
Parameter-dependent filtering of Gaussian processes in Hilbert spaces
Original language description
The filtering problem for non-Markovian Gaussian processes on rigged Hilbert spaces is considered. Continuous dependence of the filter and observation error on parameters which may be present both in the signal and observation processes is proved. The general results are applied to signals governed by stochastic heat equations driven by distributed or pointwise fractional noise. The observation process may be a noisy observation of the signal at given points in the domain, the position of which may depend on the parameter.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA19-07140S" target="_blank" >GA19-07140S: Stochastic Evolution Equations and Space-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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