ON STATE ESTIMATION FOR DISTRIBUTED PARAMETER SYSTEMS,

Abstract

Sequential algorithms for prediction, filtering, and 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 'averaging' and 'scanner' type sensors. The basic tools of the development are the least-squares estimation viewpoint, the calculus of variations, and the sweep method for two-point boundary-value problems. An example involving the heat equation is presented to illustrate the results. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1969
Accession Number
AD0696279

Entities

People

  • J. S. Meditch

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Boundaries
  • Boundary Value Problems
  • Calculus
  • Calculus Of Variations
  • Differential Equations
  • Equations
  • Filtration
  • Mathematics
  • Measurement
  • Variational Principles

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Image Processing and Computer Vision.
  • Regression Analysis.