Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise

DOI10.1080/00207728208926374zbMath0487.93070OpenAlexW2024535323MaRDI QIDQ3948989

Keigo Watanabe

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207728208926374

zbMATH Keywords

distributed parameter systemChandrasekhar algorithmcoloured measurement noisepointise observation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Controllability (93B05) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Observability (93B07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems, Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state

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