CaltechAUTHORS
  A Caltech Library Service

Filtering and Smoothing for Linear Discrete-Time Distributed Parameter Systems Based on Wiener-Hopf Theory with Application to Estimation of Air Pollution

Omatu, Sigeru and Seinfeld, John H. (1981) Filtering and Smoothing for Linear Discrete-Time Distributed Parameter Systems Based on Wiener-Hopf Theory with Application to Estimation of Air Pollution. IEEE Transactions on Systems Man and Cybernetics, 11 (12). pp. 785-801. ISSN 0018-9472. http://resolver.caltech.edu/CaltechAUTHORS:20140917-110121675

[img]
Preview
PDF - Published Version
See Usage Policy.

4Mb

Use this Persistent URL to link to this item: http://resolver.caltech.edu/CaltechAUTHORS:20140917-110121675

Abstract

Optimal filtering and smoothing algorithms for linear discrete-time distributed parameter systems are derived by a unified approach based on the Wiener-Hopf theory. The Wiener-Hopf equation for the estimation problems is derived using the least-squares estimation error criterion. Using the basic equation, three types of the optimal smoothing estimators are derived, namely, fixed-point, fixed-interval, and fixed-lag smoothers. Finally, the results obtained are applied to estimation of atmospheric sulfur dioxide concentrations in the Tokushima prefecture of Japan.


Item Type:Article
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1109/TSMC.1981.4308618DOIArticle
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=4308618PublisherArticle
ORCID:
AuthorORCID
Seinfeld, John H.0000-0003-1344-4068
Additional Information:© 1981 IEEE. Manuscript received February 3, 1981; revised August 3, 1981. This work was supported by NASA Research Grant NAG 1-71.
Group:Environmental Quality Laboratory
Funders:
Funding AgencyGrant Number
NASANAG 1-71
Other Numbering System:
Other Numbering System NameOther Numbering System ID
Environmental Quality LaboratoryA-104
Record Number:CaltechAUTHORS:20140917-110121675
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20140917-110121675
Official Citation:Omatu, S.; Seinfeld, John H., "Filtering and Smoothing for Linear Discrete-Time Distributed Parameter Systems Based on Wiener-Hopf Theory with Application to Estimation of Air Pollution," Systems, Man and Cybernetics, IEEE Transactions on , vol.11, no.12, pp.785,801, Dec. 1981 doi: 10.1109/TSMC.1981.4308618
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:49779
Collection:CaltechAUTHORS
Deposited By: Ruth Sustaita
Deposited On:17 Sep 2014 18:36
Last Modified:26 Sep 2017 21:24

Repository Staff Only: item control page