Optimal estimation problems for a linear distributed parameter system

DOI10.1080/00207727808941734MaRDI QIDQ4171947zbMATH OpenOpenAlexFDO

Authors Takasi Soeda, Sigeru Omatu

Publication date 1978

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727808941734

Mathematics Subject Classification ID

Stochastic analysis (60H99) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Linear systems in control theory (93C05) Control/observation systems governed by partial differential equations (93C20) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Cites work

• A Survey of Infinite-Dimensional Filtering
• An application of the information theory to estimation problems
• Filtering for Linear Distributed Parameter Systems
• scientific article; zbMATH DE number 3244852 (Why is no real title available?)
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• scientific article; zbMATH DE number 3414757 (Why is no real title available?)
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Ito's lemma in infinite dimensions
• Linear fixed-point smoothing by using functional analysis
• Minimum mean-square error stochastic linear control
• On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise
• Optimal filtering in linear distributed-parameter systems†
• State estimation for infinite-dimensional systems

Cited in

(1)

• Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state

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