Computationally efficient steady-state multiscale estimation for 1-D diffusion processes

DOI10.1016/S0005-1098(00)00174-6zbMath0978.93072OpenAlexW2098002506MaRDI QIDQ5930057

Terrence T. Ho, Paul W. Fieguth, Alan S. Willsky

Publication date: 13 January 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00174-6

zbMATH Keywords

large scale systemsdistributed parameter systemsdynamic estimationmultiscale models

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Large-scale systems (93A15)

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of nitrogen dioxide concentrations in the vicinity of a roadway by optimal filtering theory
• Estimation techniques for distributed parameter systems
• A distributed and iterative method for square root filtering in space- time estimation
• On adaptive boundary control for stochastic parabolic systems with unknown potential coefficient
• Multidimensional maximum-entropy covariance extension
• Markovian Representation of Stochastic Processes by Canonical Variables
• Multiscale recursive estimation, data fusion, and regularization
• Multiscale systems, Kalman filters, and Riccati equations
• Multiscale smoothing error models
• Multiscale representations of Markov random fields