Add to ORKGOptimal filtering and smoothing algorithms for linear discrete-time distributed parameter systems are derived by a unified approach based on the Wiener-Hopf theory. The Wiener-Hopf equation for the estimation problems is derived using the least-squares estimation error criterion. Using the basic equation, three types of the optimal smoothing estimators are derived, namely, fixed-point, fixed-interval, and fixed-lag smoothers. Finally, the results obtained are applied to estimation of atmospheric sulfur dioxide concentrations in the Tokushima prefecture of Japan
AbstractThe problem of optimal fixed lag smoothing of a diffusion process, xt is to estimate xt − τ ...
This thesis considers optimal linear least-squares filtering smoothing prediction and regulation for...
Contains reports on one research projects.Joint Services Electronics Program (Contract DAAB07-71-C-0...
Optimal filtering and smoothing algorithms for linear discrete-time distributed parameter systems ar...
Optimal filtering and smoothing algorithms for linear discrete-time distributed parameter systems ar...
The fixed-lag smoothing estimator for a linear distributed parameter system with a noisy observation...
The fixed-lag smoothing estimator for a linear distributed parameter system with a noisy observation...
This thesis is concerned with estimation and control of linear distributed parameter systems. For t...
The fixed-point smoothing estimator and smoothing error covariance operator equations are derived fo...
"October, 1982."Bibliography: leaf [7]Air Force Office of Scientific Research Grant No. AF-AFOSR 82-...
This book describes the classical smoothing, filtering and prediction techniques together with some ...
The reconstruction of a concentration distribution from spatially averaged and noise-corrupted data ...
AbstractThe problem of optimal fixed lag smoothing of a diffusion process, xt is to estimate xt − τ ...
Several theories of discrete-time optimal filtering are in current use but the relationships between...
The recursive estimation of states or parameters of stochastic dynamical systems with partial and im...
AbstractThe problem of optimal fixed lag smoothing of a diffusion process, xt is to estimate xt − τ ...
This thesis considers optimal linear least-squares filtering smoothing prediction and regulation for...
Contains reports on one research projects.Joint Services Electronics Program (Contract DAAB07-71-C-0...
Optimal filtering and smoothing algorithms for linear discrete-time distributed parameter systems ar...
Optimal filtering and smoothing algorithms for linear discrete-time distributed parameter systems ar...
The fixed-lag smoothing estimator for a linear distributed parameter system with a noisy observation...
The fixed-lag smoothing estimator for a linear distributed parameter system with a noisy observation...
This thesis is concerned with estimation and control of linear distributed parameter systems. For t...
The fixed-point smoothing estimator and smoothing error covariance operator equations are derived fo...
"October, 1982."Bibliography: leaf [7]Air Force Office of Scientific Research Grant No. AF-AFOSR 82-...
This book describes the classical smoothing, filtering and prediction techniques together with some ...
The reconstruction of a concentration distribution from spatially averaged and noise-corrupted data ...
AbstractThe problem of optimal fixed lag smoothing of a diffusion process, xt is to estimate xt − τ ...
Several theories of discrete-time optimal filtering are in current use but the relationships between...
The recursive estimation of states or parameters of stochastic dynamical systems with partial and im...
AbstractThe problem of optimal fixed lag smoothing of a diffusion process, xt is to estimate xt − τ ...
This thesis considers optimal linear least-squares filtering smoothing prediction and regulation for...
Contains reports on one research projects.Joint Services Electronics Program (Contract DAAB07-71-C-0...
