Abstract
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.
Original language | English |
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Pages (from-to) | 351-356 |
Number of pages | 6 |
Journal | International Journal of Systems Science |
Volume | 12 |
Issue number | 3 |
DOIs | |
Publication status | Published - Jan 1 1981 |
Externally published | Yes |
ASJC Scopus subject areas
- Control and Systems Engineering
- Theoretical Computer Science
- Computer Science Applications