• DocumentCode
    1420564
  • Title

    Concerning optimal filtering theory of linear distributed-parameter systems

  • Author

    Tzafestas, S.G. ; Nightingale, J.M.

  • Author_Institution
    University of Southampton, Control Group, Department of Electronics & Electrical Engineering, Southampton, UK
  • Volume
    115
  • Issue
    11
  • fYear
    1968
  • fDate
    11/1/1968 12:00:00 AM
  • Firstpage
    1737
  • Lastpage
    1742
  • Abstract
    The optimal filter of Kalman is derived for a general class of linear distributed-parameter systems with Gaussian disturbances and measurement noise. The concept of characteristic functional, which fully describes a distributed infinite-dimensional random variable, is used. The input disturbance and the measurement noise are assumed to be white in time, but they are allowed to have any correlation in space. A numerical example illustrates the theory.
  • fLanguage
    English
  • Journal_Title
    Electrical Engineers, Proceedings of the Institution of
  • Publisher
    iet
  • ISSN
    0020-3270
  • Type

    jour

  • DOI
    10.1049/piee.1968.0304
  • Filename
    5249111
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1420564