Multipartitioning in distributed parameter adaptive estimation

DOI10.1080/00207728208926350zbMath0482.93064OpenAlexW2072426756MaRDI QIDQ3941295

Peter Stavroulakis, Spyros G. Tzafestas

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207728208926350

zbMATH Keywords

distributed parameter systemsadaptive estimationmultipartitioningdistributed parameter Kalman filter

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• A method of parameter identification for linear distributed parameter systems
• Optimal least square filtering and interpolation in distributed parameter systems
• Optimal non-linear estimation for distributed-parameter systems via the partition theorem
• Optimal filtering and smoothing algorithms for linear distributed-parameter systems with pointwise observation
• Optimal non-linear estimation†
• Monte Carlo study of the optimal non-linear estimator: linear systems with non-gaussian initial states †

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