Nonlinear distributed-parameter filtering using the Fokker-Planck equation approach

DOI10.1016/0016-0032(76)90112-5zbMath0334.93047OpenAlexW2095201798MaRDI QIDQ1229187

Spyros G. Tzafestas

Publication date: 1976

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(76)90112-5

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Analytical solutions of a class of multidimensional Fokker-Planck equations ⋮ Recent advances in the study of distributed parameter systems

Cites Work

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• Some differential equations of probability theory in stochastic processes and control systems†
• Bayesian approach to distributed-parameter filtering and smoothing†
• On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise
• Derivation of an optimal estimator for distributed parameter systems via maximum principle

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