Least squared estimation for distributed parameter systems with uncertain observations: Part 1: linear prediction and filtering
M. J. García‐Ligero,
A. Hermoso and
J. Linares
Applied Stochastic Models and Data Analysis, 1998, vol. 14, issue 1, 11-18
Abstract:
The least mean squared error linear one‐stage predictor and filter are derived for discrete‐time distributed parameter systems with uncertain observations. The measurements are taken at several fixed points of the spatial domain. We have used an orthogonal projection approach. © 1998 John Wiley & Sons, Ltd.
Date: 1998
References: Add references at CitEc
Citations:
Downloads: (external link)
https://doi.org/10.1002/(SICI)1099-0747(199803)14:13.0.CO;2-A
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:14:y:1998:i:1:p:11-18
Access Statistics for this article
More articles in Applied Stochastic Models and Data Analysis from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().