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• W2006593349 abstract "In this paper, the optimal filtering problem for a discrete-time linear distributed parameter system is considered. Using the least squares estimation error criterion, the Wiener-Hopf equation for the discrete-time distributed parameter system is derived. Based on the Wiener-Hopf equation, the equations satisfied by the optimal filtering estimate and the minimum error covariance matrix function are derived by using the matrix inversion lemma for a distributed parameter system. Finally, we show that the approximation of the results obtained for a distributed parameter system by using the Fourier expansion method produces those of the Kalman filtering problem for the lumped parameter system." @default.
• W2006593349 created "2016-06-24" @default.
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• W2006593349 date "1979-07-01" @default.
• W2006593349 modified "2023-09-30" @default.
• W2006593349 title "The optimal filtering problem for a discrete-time distributed parameter system" @default.
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• W2006593349 doi "https://doi.org/10.1080/00207727908941615" @default.
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