Optimal filtering for a class of stochastic distributed systems
作者:
S. E. AIDAROCS,
M. A. R. GHONAIMY,
期刊:
International Journal of Systems Science
(Taylor Available online 1976)
卷期:
Volume 7,
issue 5
页码: 545-556
ISSN:0020-7721
年代: 1976
DOI:10.1080/00207727608941939
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
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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