Filtering and Smoothing for Linear Discrete-Time Distributed Parameter Systems Based on Wiener-Hopf Theory with Application to Estimation of Air Pollution

DOI10.1109/TSMC.1981.4308618MaRDI QIDQ3921115zbMATH OpenOpenAlexFDO

Authors John H. Seinfeld, Sigeru Omatu

Publication date 1981

Published in IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsmc.1981.4308618

zbMATH Keywords

smoothingfilteringfixed-pointWiener-Hopf theoryestimation of air pollutionlinear discrete-time distributed parameter systemsfixed- intervalfixed-lag smoothersleast-squares estimation error criterionoptimal smoothing estimators

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Estimation of nitrogen dioxide concentrations in the vicinity of a roadway by optimal filtering theory
• Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems
• Optimal estimators for time-averaged measurement systems

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