In a recent paper Watanabe et al. (1980) considered the filtering for linear distributed-parameter systems with non-gaussian initial state via the ‘ partition theorem ’. It is shown here that the partitioned filtering equations for such systems are obtainable in a simpler manner by using the concept of the fundamental solution matrix for the distributed-type Kalman filter.
ASJC Scopus subject areas
- Control and Systems Engineering
- Theoretical Computer Science
- Computer Science Applications