Filter implementation for a linear stochastic distributed-parameter system with a moving boundary

DOI10.1080/00207728008967050zbMath0446.93047OpenAlexW1997045231MaRDI QIDQ3892163

Toshio Yoshimura, Takashi Soeda, Kozo Hirata

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/00207728008967050

zbMATH Keywords

eigenfunctionmoving boundariesexpansion methodlikelihood function approachstochastic linear distributed parameter system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Linear systems in control theory (93C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Filtering in nonlinear time delay systems
• Optimal filtering in linear distributed-parameter systems†
• Bayesian approach to distributed-parameter filtering and smoothing†

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