Bayesian approach to distributed-parameter filtering and smoothing†

DOI10.1080/00207177208932146zbMATH Open0237.93056OpenAlexW2024175441MaRDI QIDQ5648232FDOQ5648232

Authors: Spyros G. Tzafestas 

Publication date: 1972

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177208932146

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†
• Generalizations and extensions of the Fokker- Planck-Kolmogorov equations
• Monte Carlo technique for prediction and filtering of non-linear stochastic processes
• On optimal linear smoothing theory
• The state-variable approach to analog communication theory
• Discrete time control of linear distributed parameter systems

Cited In (14)

• Suboptimal sensors location in the state estimation problem for stochastic non-linear distributed parameter systems
• Recent advances in the study of distributed parameter systems
• Title not available (Why is that?)
• Estimation of urban air pollution
• Optimal non-linear estimation for distributed-parameter systems via the partition theorem
• The optimal filtering problem for a discrete-time distributed parameter system
• Stochastic optitrial pointwise regulation control for linear discrete-time distributed parameter systems
• Filter implementation for a linear stochastic distributed-parameter system with a moving boundary
• Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems
• Discrete-time modelling of distributed parameter systems for state estimator design
• Nonlinear distributed-parameter filtering using the Fokker-Planck equation approach
• Smoothing algorithms for nonlinear distributed parameter systems
• A unified approach to discrete-time distributed parameter estimation by the least-squares method
• State estimation of a non-linear stochastic distributed parameter system by discrete-time models

This page was built for publication: Bayesian approach to distributed-parameter filtering and smoothing†

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5648232)