Optimal estimators for time-averaged measurement systems

DOI10.1080/00207728808967626zbMath0648.93054OpenAlexW1967329820MaRDI QIDQ3794043

John H. Seinfeld, Shigeru Omatu

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808967626

zbMATH Keywords

optimal filtercontinuous-timeWiener-Hopf theoryestimation error covariance matrixcontinuous linear systemtime-averaged measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35)

Cites Work

• Filtering and Smoothing for Linear Discrete-Time Distributed Parameter Systems Based on Wiener-Hopf Theory with Application to Estimation of Air Pollution
• A view of three decades of linear filtering theory

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