Optimal filtering and smoothing algorithms for linear distributed-parameter systems with pointwise observation

DOI10.1080/00207728108963749zbMath0457.93053OpenAlexW2025719988MaRDI QIDQ3907512

Keigo Watanabe

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/00207728108963749

zbMATH Keywords

sequential algorithms

Mathematics Subject Classification ID

Related Items (4)

Recent advances in the study of distributed parameter systems ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state ⋮ Multipartitioning in distributed parameter adaptive estimation ⋮ Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise

Cites Work

• On state estimation for distributed parameter systems
• A direct method for optimization of stochastic distributed systems
• Linear fixed-point smoothing by using functional analysis
• Computation of optimal controls for non-linear distributed-parameter systems using multivariate spline functions†
• Filtering for Linear Distributed Parameter Systems
• Optimal filtering in linear distributed-parameter systems†
• On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise
• Optimal estimation in distributed processes using the innovations approach

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