The optimal filtering problem for a discrete-time distributed parameter system
From MaRDI portal
Publication:4198420
DOI10.1080/00207727908941615zbMath0411.93036OpenAlexW2006593349MaRDI QIDQ4198420
No author found.
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
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
- Unnamed Item
- 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†
This page was built for publication: The optimal filtering problem for a discrete-time distributed parameter system
