A Discrete-Time Adaptive Filter for Stochastic Distributed Parameter Systems
DOI10.1115/1.3140638zbMath0464.93078OpenAlexW2054592519MaRDI QIDQ3916503
Keigo Watanabe, Takashi Soeda, Toshio Yoshimura
Publication date: 1981
Published in: Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1115/1.3140638
Bayesian methodGaussian white noisecomplete orthonormal systemnuclear reactorpointwise observationlinear partial differential equationstochastic distributed parameter systemsdiscrete-time adaptive filtereigenfunction expanding methodneutron flux distributiononline adaptive estimationsimulation of the estimation problemunknown random constants
Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55)
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