Sequential estimation in distributed systems
作者:
L. PADMAN ABHAN,
G. COLANTUONI,
期刊:
International Journal of Systems Science
(Taylor Available online 1974)
卷期:
Volume 5,
issue 10
页码: 973-986
ISSN:0020-7721
年代: 1974
DOI:10.1080/00207727408920153
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A unified treatment of filtering in stochastic distributed systems is presented using a function space approach. An infinite-dimensional analogue of the well-known matrix inversion lemma is established and used in developing explicit and computationally efficient representations for the estimate and covariance equations. It also enables us to pursue the analogy to the finite-dimensional case and certain new results are obtained for the case of intermittent measurements. The equations for the case of continuous-time measurements follow easily from the above under passage to the limit. Measurements over the entire region as well as those at a finite number of locations are considered.
点击下载:
PDF (281KB)
返 回