State estimation of a non-linear stochastic distributed parameter system by discrete-time models

DOI10.1080/00207729108910752MaRDI QIDQ3982035zbMATH OpenOpenAlexFDO

Authors

Publication date 26 June 1992

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910752

zbMATH Keywords

discrete time modelsGreen's functionnonlinear stochastic distributed parameter systemsstate filtering algorithmweighted-average finite-difference approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cites work

• A unified approach to discrete-time distributed parameter estimation by the least-squares method
• Bayesian approach to distributed-parameter filtering and smoothing†
• Discrete-time modelling of distributed parameter systems for state estimator design
• Distributed parameter filtering: boundary noise and discrete observations
• Linear operator theory in engineering and science.
• Optimal filtering for a class of stochastic distributed systems
• Recent advances in the study of distributed parameter systems
• Some recent applications of distributed parameter systems theory - a survey
• Stochastic models, estimation, and control. Vol. 1
• The optimal filtering problem for a discrete-time distributed parameter system

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(13)

• Discrete state-space modeling for linear \(n\)th-order constant coefficient distributed-parameter systems
• Generalized dissipative state estimation for discrete-time nonhomogeneous semi-Markov jump nonlinear systems
• Discrete-time estimation of nonlinear continuous-time stochastic systems
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• scientific article; zbMATH DE number 4204207 (Why is no real title available?)
• scientific article; zbMATH DE number 4158527 (Why is no real title available?)
• scientific article; zbMATH DE number 3930859 (Why is no real title available?)
• Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems
• scientific article; zbMATH DE number 3970648 (Why is no real title available?)
• Discrete-time modelling of distributed parameter systems for state estimator design
• Discrete-scanning observation problem for stochastic non-linear discrete-time distributed parameter systems
• State-dependent parameter models of non-linear sampled-data systems: a velocity-based linearization approach
• The discretization filter: A simple way to estimate nonlinear state space models

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