The optimal filtering problem for a discrete-time distributed parameter system

DOI10.1080/00207727908941615zbMath0411.93036OpenAlexW2006593349MaRDI QIDQ4198420

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Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941615

zbMATH Keywords

Fourier expansionoptimal filteringWiener-Hopf equationdiscrete-time distributed parameter systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (6)

State estimation of a non-linear stochastic distributed parameter system by discrete-time models ⋮ Estimation of parameters for Hilbert space-valued partially observable stochastic processes ⋮ Discrete-time modelling of distributed parameter systems for state estimator design ⋮ Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients ⋮ A unified approach to discrete-time distributed parameter estimation by the least-squares method ⋮ Recent advances in the study of distributed parameter systems

Cites Work

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• Modeling, estimation, and their applications for distributed parameter systems
• Least-squares filtering and smoothing for linear distributed parameter systems
• Infinite-Dimensional Filtering
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Filtering for Linear Distributed Parameter Systems
• Optimal filtering in linear distributed-parameter systems†
• Bayesian approach to distributed-parameter filtering and smoothing†

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