State estimation of a non-linear stochastic distributed parameter system by discrete-time models
DOI10.1080/00207729108910752zbMath0744.93086OpenAlexW2055705969MaRDI QIDQ3982035
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Publication date: 26 June 1992
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729108910752
Green's functiondiscrete time modelsnonlinear stochastic distributed parameter systemsstate filtering algorithmweighted-average finite-difference approximation
Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Recent advances in the study of distributed parameter systems
- Stochastic models, estimation, and control. Vol. 1
- Some recent applications of distributed parameter systems theory - a survey
- Linear operator theory in engineering and science.
- Discrete-time modelling of distributed parameter systems for state estimator design
- A unified approach to discrete-time distributed parameter estimation by the least-squares method
- Optimal filtering for a class of stochastic distributed systems
- Distributed parameter filtering: boundary noise and discrete observations
- The optimal filtering problem for a discrete-time distributed parameter system
- Bayesian approach to distributed-parameter filtering and smoothing†
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