Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise
From MaRDI portal
Publication:3948989
DOI10.1080/00207728208926374zbMath0487.93070OpenAlexW2024535323MaRDI QIDQ3948989
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
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
Cites Work
- Unnamed Item
- State estimation in distributed parameter systems via least squares and invariant embedding
- Modeling, estimation, and their applications for distributed parameter systems
- Stochastic processes and filtering theory
- Optimal least square filtering and interpolation in distributed parameter systems
- Distributed Control of Spinning Flexible Spacecraft
- 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
- A Discrete-Time Adaptive Filter for Stochastic Distributed Parameter Systems
- Generalized Chandrasekhar algorithms: Time-varying models
- Some new algorithms for recursive estimation in constant linear systems
- Feedback control of flexible systems
- Optimal sensor location problem for a linear distributed parameter system
- Optimal location of measurements for distributed parameter estimation
- Computational Techniques in Optimal State-Estimation—A Tutorial Review
- Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
- Optimal filtering in linear distributed-parameter systems†
- On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise