On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise

TZAFESTAS, S

dc.contributor.author	TZAFESTAS, S	en
dc.date.accessioned	2014-03-01T01:37:43Z
dc.date.available	2014-03-01T01:37:43Z
dc.date.issued	1972	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/21665
dc.subject	Colored Noise	en
dc.subject	Conditional Distribution	en
dc.subject	Covariance Matrices	en
dc.subject	Covariance Matrix	en
dc.subject	Discrete Time	en
dc.subject	Distributed Parameter System	en
dc.subject	Fixed Interval	en
dc.title	On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise	en
heal.type	journalArticle	en
heal.identifier.primary	10.1109/TAC.1972.1100033	en
heal.identifier.secondary	http://dx.doi.org/10.1109/TAC.1972.1100033	en
heal.publicationDate	1972	en
heal.abstract	The optimum filtering problem for a general class of linear distributed-parameter systems with colored observation noise is studied. The input stochastic disturbance is assumed to be white in time, but it may have correlation in space of any type. The optimum filter is derived through a learning theorem which gives the mean value and covariance matrix of a conditional distributed-parameter	en
heal.journalName	IEEE Transactions on Automatic Control	en
dc.identifier.doi	10.1109/TAC.1972.1100033	en