Galerkin approximation for optimal linear filtering of infinite dimensional linear systems

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009049 ◽

2005 ◽

pp. 42-63

Author(s):

A. Germani ◽

L. Jetto ◽

M. Piccioni

Keyword(s):

Linear Systems ◽

Galerkin Approximation ◽

Linear Filtering ◽

Infinite Dimensional ◽

Optimal Linear ◽

Optimal Linear Filtering

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Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems

SIAM Journal on Control and Optimization ◽

10.1137/0326072 ◽

1988 ◽

Vol 26 (6) ◽

pp. 1287-1305 ◽

Cited By ~ 30

Author(s):

A. Germani ◽

L. Jetto ◽

M. Piccioni

Keyword(s):

Linear Systems ◽

Galerkin Approximation ◽

Linear Filtering ◽

Infinite Dimensional ◽

Optimal Linear ◽

Optimal Linear Filtering

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Optimal linear filtering for linear systems with state-dependent noise

International Journal of Control ◽

10.1080/00207176908905798 ◽

1969 ◽

Vol 10 (1) ◽

pp. 41-51 ◽

Cited By ~ 29

Author(s):

P. J. McLANE

Keyword(s):

Linear Systems ◽

Linear Filtering ◽

State Dependent ◽

Optimal Linear ◽

Optimal Linear Filtering

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Optimal linear filtering for discrete-time Markovian jump linear systems

[1991] Proceedings of the 30th IEEE Conference on Decision and Control ◽

10.1109/cdc.1991.261860 ◽

2002 ◽

Cited By ~ 4

Author(s):

O.L.V. Costa

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Linear Filtering ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Optimal Linear ◽

Optimal Linear Filtering

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A Numerical Method for Computing the Approximate Solution of the Infinite-Dimensional Discrete-Time Optimal Linear Filtering Problem

Mutual Impact of Computing Power and Control Theory ◽

10.1007/978-1-4615-2968-2_10 ◽

1993 ◽

pp. 151-158

Author(s):

L. Jetto

Keyword(s):

Approximate Solution ◽

Numerical Method ◽

Discrete Time ◽

Linear Filtering ◽

Infinite Dimensional ◽

Optimal Linear ◽

Time Optimal ◽

Filtering Problem ◽

Optimal Linear Filtering

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Optimal Linear Filtering for Networked Control Systems under Time Correlated Fading Channel and Noise

Signal Processing ◽

10.1016/j.sigpro.2021.108387 ◽

2021 ◽

pp. 108387

Author(s):

Wei Liu ◽

Peng Shi ◽

Huiyan Zhang

Keyword(s):

Control Systems ◽

Fading Channel ◽

Networked Control Systems ◽

Networked Control ◽

Linear Filtering ◽

Correlated Fading ◽

Optimal Linear ◽

Optimal Linear Filtering

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Optimal Linear Filtering, Smoothing and Trend Extraction of M-Period Differences of Processes with a Unit Root

SSRN Electronic Journal ◽

10.2139/ssrn.1295982 ◽

2008 ◽

Cited By ~ 2

Author(s):

Dimitrios D. Thomakos

Keyword(s):

Unit Root ◽

Linear Filtering ◽

Trend Extraction ◽

Optimal Linear ◽

Optimal Linear Filtering

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Noisy Systems – Optimal Linear Filtering

Mono- and Multivariable Control and Estimation ◽

10.1007/978-3-642-13734-1_4 ◽

2011 ◽

pp. 191-258

Author(s):

Emeritus Eric Ostertag

Keyword(s):

Linear Filtering ◽

Optimal Linear ◽

Optimal Linear Filtering

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Optimal linear filtering under parameter uncertainty

IEEE Transactions on Signal Processing ◽

10.1109/78.738249 ◽

1999 ◽

Vol 47 (1) ◽

pp. 168-175 ◽

Cited By ~ 215

Author(s):

J.C. Geromel

Keyword(s):

Parameter Uncertainty ◽

Linear Filtering ◽

Optimal Linear ◽

Optimal Linear Filtering

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On Stochastic Lyapunov Functon Method in Optimal Linear Filtering Problem

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)49867-3 ◽

1992 ◽

Vol 25 (20) ◽

pp. 231-235

Author(s):

H.S. Hoang ◽

O. Talagrand

Keyword(s):

Linear Filtering ◽

Optimal Linear ◽

Filtering Problem ◽

Optimal Linear Filtering

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Optimal linear filtering theory and radiative transfer: Comparisons and interconnections

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(72)90029-7 ◽

1972 ◽

Vol 40 (1) ◽

pp. 45-54 ◽

Cited By ~ 21

Author(s):

J Casti ◽

E Tse

Keyword(s):

Radiative Transfer ◽

Linear Filtering ◽

Filtering Theory ◽

Optimal Linear ◽

Optimal Linear Filtering

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