Optimum filtering for a class of distributed-parameter systems with coloured measurement noise

DOI10.1080/00207727508941844zbMath0309.93043OpenAlexW2137646116MaRDI QIDQ4068542

V. S. Rajamani, K. Sreeram Reddy

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1080/00207727508941844

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

State-estimation in linear distributed parameter systems via boundary measurements containing coloured noise, State estimation in linear distributed systems with time delays via boundary measurements containing coloured noise, Distributed parameter filtering: boundary noise and discrete observations

Cites Work

• Optimal estimation in distributed processes using the innovations approach