Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise

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3 Citations (Scopus)

Abstract

This paper presents a computationally advantageous approach to the solution of Riccati-typc partial differential equation in the filtering problem for linear distributed-parameter systems with coloured measurement noise. The generalized distributed-type Chandrasekhar algorithms that are derived are applicable to time-varying systems as well as time-invariant ones. It is shown that these algorithms are given in terms of the generalized observability and controllability matrices (or operators) for distributed-parameter systems with pointwise observation.

Original languageEnglish
Pages (from-to)619-637
Number of pages19
JournalInternational Journal of Systems Science
Volume13
Issue number6
DOIs
Publication statusPublished - Jun 1982
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Theoretical Computer Science
  • Computer Science Applications

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