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Boundary and volume filtering of linear distributed-parameter systems

Boundary and volume filtering of linear distributed-parameter systems

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© The Institution of Electrical Engineers
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The optimal-filtering problem of linear distributed-parameter systems corrupted by boundary and/or volume stochastic disturbances is considered. The optimal filter is shown to be a generalisation of that previously derived for pure volume noise.

Inspec keywords: filtering and prediction theory; distributed parameter systems

Subjects: Distributed parameter control systems; Information theory

References

    1. 1)
      • S.G. Tzafestas , J.M. Nightingale . Optimal filtering, smoothing and prediction in linear distributed-parameter systems. Proc. IEE , 1207 - 1212
    2. 2)
      • S.G. Tzafestas , J.M. Nightingale . Concerning optimal filtering theory of linear distributed-parameter systems. Proc. IEE , 1737 - 1742
    3. 3)
      • R. Kalman , R. Bucy . New results in linear filtering and prediction theory. Trans. ASME , 95 - 108
    4. 4)
      • Tzafestas, S.G.: `Optimal estimation and control of distributed-parameter dynamic systems', 1968, Ph.D. thesis, University of Southampton.
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