Abstract
The infinite dimensional filtering theory is today well developped and important theoretical and practical problems in this aera have been solved: see for example the present volume and [4], [6], [11].
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Krée, P. (1985). Markovianization of Random Vibrations. In: Arnold, L., Kotelenez, P. (eds) Stochastic Space—Time Models and Limit Theorems. Mathematics and Its Applications, vol 19. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-5390-1_7
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DOI: https://doi.org/10.1007/978-94-009-5390-1_7
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