A direct method for optimization of stochastic distributed systems

Aidarous, Salah; Ghonaimy, M.A.R.

doi:10.1016/0005-1098(75)90063-1

Cited by 8 publications

(1 citation statement)

References 11 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…In particular concerning the computational problem itself , besides the normal expansion methods discussed here an expansion method has been developed in terms of a complete s e t of orthonormal bases in both time and space (Aidarous and Ghonaimy 1975) or an expansion methodology of the state variables in terms of multivariate spline basis functions (Chou and Sirisena 1978) for the control problems. Further work is required to apply these computational techniques to linear and non-linear distributed-parameter estimation problems.…”

Section: Discussionmentioning

confidence: 99%

Optimal filtering and smoothing algorithms for linear distributed-parameter systems with pointwise observation

Watanabe

1981

International Journal of Systems Science

View full text Add to dashboard Cite

Sequential algorithms for filtering, fixed-interval, fixed-point and fixed-lag smoothing are developed for a class of linear distributed-parameter systems. The class of systems concerned is that involving noisy measurement data which are obtained from a finite number subdomain in the spatial domain, i.e. pointwise sensor. The basic tools of the development are the Wiener-Hopf equation, innovation theory and the fundamental value theory for the differential operator. The fixecl.lag smoother obtained is new. Finally, for the numerical solution, the expansion method of eigenfunctions in L*(D) end L*(D x D ) is asserted, and i t is shown that the results obtained here ara general forms, which contain the results of the finite state space reported earlier.

show abstract

Section: Discussionmentioning

confidence: 99%