On Optimum Filtering for a Class of Linear Distributed-Parameter SystemsSource: Journal of Fluids Engineering:;1969:;volume( 091 ):;issue: 002::page 173Author:F. E. Thau
DOI: 10.1115/1.3571054Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: Filtering equations are derived for processes described by linear partial differential equations with known homogeneous boundary conditions. Both discrete-time and continuous-time measurements are treated. As in the case of linear systems with time delays, the filtering and variance equations become partial differential equations for processes with continuous measurements. A numerical solution to the nonlinear variance equation is obtained for a particular diffusion process.
keyword(s): Filtration , Equations , Partial differential equations , Measurement , Diffusion processes , Boundary-value problems , Delays AND Linear systems ,
|
Collections
Show full item record
| contributor author | F. E. Thau | |
| date accessioned | 2017-05-09T00:21:55Z | |
| date available | 2017-05-09T00:21:55Z | |
| date copyright | June, 1969 | |
| date issued | 1969 | |
| identifier issn | 0098-2202 | |
| identifier other | JFEGA4-27332#173_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/134812 | |
| description abstract | Filtering equations are derived for processes described by linear partial differential equations with known homogeneous boundary conditions. Both discrete-time and continuous-time measurements are treated. As in the case of linear systems with time delays, the filtering and variance equations become partial differential equations for processes with continuous measurements. A numerical solution to the nonlinear variance equation is obtained for a particular diffusion process. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | On Optimum Filtering for a Class of Linear Distributed-Parameter Systems | |
| type | Journal Paper | |
| journal volume | 91 | |
| journal issue | 2 | |
| journal title | Journal of Fluids Engineering | |
| identifier doi | 10.1115/1.3571054 | |
| journal fristpage | 173 | |
| journal lastpage | 178 | |
| identifier eissn | 1528-901X | |
| keywords | Filtration | |
| keywords | Equations | |
| keywords | Partial differential equations | |
| keywords | Measurement | |
| keywords | Diffusion processes | |
| keywords | Boundary-value problems | |
| keywords | Delays AND Linear systems | |
| tree | Journal of Fluids Engineering:;1969:;volume( 091 ):;issue: 002 | |
| contenttype | Fulltext |