Estimation problems in an input-and-output system
type: Item
instance of: scholarly article
title: Estimation problems in an input-and-output system
zbMATH Open document ID: 0961.93054
DOI: 10.1016/S0898-1221(00)00127-9
author: N. Delaunay
publication date: 2000-10-26T00:00:00Z
review text: The purpose of the paper is to investigate smooth and filtered estimation problems for input-and-output systems. After an introduction on stochastic operators in Hilbert space, the estimation problems are stated in the framework of input-and-output systems. One introduces the internal and external states for input-and-output systems, and the decomposition of the Hamiltonian system into two states is shown to be mathematically necessary and sufficient. It turns out that the external state is the well-known Kalman filter. The \(2\times 2\) scattering matrix is extended to the \(3\times 3\) one, and one obtains some general new results together with some well-known ones.
reviewed by: Neculai Curteanu
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E14
zbMATH DE Number: 1471208
zbMATH Keywords: star-product
zbMATH Keywords: input-output systems
zbMATH Keywords: external states
zbMATH Keywords: smooth and filtered estimation
zbMATH Keywords: internal states
zbMATH Keywords: Hamiltonian system
zbMATH Keywords: scattering matrix
MaRDI profile type: Publication
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published in: Computers & Mathematics with Applications
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description: scientific article; zbMATH DE number 1471208