The application of an approximate non-linear filter to systems governed by coupled ordinary and partial differential equations

DOI10.1080/00207727508941819zbMath0306.93029OpenAlexW1999191559MaRDI QIDQ4063027

John H. Seinfeld, T. K. Yu, M. B. Ajinkya, W. H. Ray

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1080/00207727508941819

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

Nonlinear distributed-parameter filtering using the Fokker-Planck equation approach ⋮ Estimation of urban air pollution ⋮ Real time distributed parameter state estimation applied to a two dimensional heated ingot ⋮ Distributed parameter filtering: boundary noise and discrete observations ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state

Cites Work

• Unnamed Item
• Unnamed Item
• On state estimation for distributed parameter systems
• State estimation in distributed parameter systems via least squares and invariant embedding
• Stochastic processes and filtering theory
• Optimal least square filtering and interpolation in distributed parameter systems
• Stochastic differential equations in Hilbert space
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• 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