Optimal filtering for a class of stochastic distributed systems
(1976) International Journal of Systems Science — Vol. 7, n° 5, p. 545-556 (1976)
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- Abstract
- Optimal distributed filters are designed for a class of linear Gaussian disturbed distributed-parameter systems. A direct approach, in which the Green's function and covariance matrices are expressed using a complete set of orthonormal basis, is used. Noisy measurements are assumed available at a finite number of fixed points in the space. The filter performance is demonstrated for a particular diffusion process together with the details of the numerical computations.
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Citations
Aidarous, S. E., & Ghonaimy, M. A. R. (1976). Optimal filtering for a class of stochastic distributed systems. International Journal of Systems Science, 7(5), 545-556. https://hdl.handle.net/2078.5/43734 (Original work published 1976)