Aidarous, S.E.
Ghonaimy, M.A.R.
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.
Référence bibliographique |
Aidarous, S.E. ; Ghonaimy, M.A.R.. Optimal filtering for a class of stochastic distributed systems. In: International Journal of Systems Science, Vol. 7, no. 5, p. 545-556 (1976) |
Permalien |
http://hdl.handle.net/2078.1/66687 |