Optimal smoothing in linear distributed parameter systems via boundary measurements containing coloured noise
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Publication:3967462
DOI10.1080/00207728308926447zbMath0501.93069OpenAlexW2091546430MaRDI QIDQ3967462
Publication date: 1983
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728308926447
Gaussian processes (60G15) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- State-estimation in linear distributed parameter systems via boundary measurements containing coloured noise
- On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise
- An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noise
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