ON OPTIMUM FILTERING FOR A CLASS OF LINEAR DISTRIBUTED-PARAMETER SYSTEMS

被引：22

作者：

THAU, FE

机构：

[1] Aerospace Research Center, Singer-General Precision, Inc., Little Falls, NJ

来源：

JOURNAL OF BASIC ENGINEERING | 1969年 / 91卷 / 02期

关键词：

D O I：

10.1115/1.3571054

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Filtering equations are derived for processes described by linear partial differential equations with known homogeneous boundary conditions. Both discrete-time and con-linuous-lime 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. © 1969 by ASME.

引用

页码：173 / &