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.
https://resolver.caltech.edu/CaltechAUTHORS:20140917-110121675
![[img]](https://authors.library.caltech.edu/49779/1.hassmallThumbnailVersion/A-104.pdf)  Preview |
|
PDF
- Published Version
See Usage Policy.
4MB |
Use this Persistent URL to link to this item: https://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: | |
|---|
| ORCID: | |
|---|
| 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 Agency | Grant Number |
|---|
| NASA | NAG 1-71 |
|
|---|
| Other Numbering System: | | Other Numbering System Name | Other Numbering System ID |
|---|
| Environmental Quality Laboratory | A-104 |
|
|---|
| Issue or Number: | 12 |
|---|
| Record Number: | CaltechAUTHORS:20140917-110121675 |
|---|
| Persistent URL: | https://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: | 03 Oct 2019 07:17 |
|---|
Repository Staff Only: item control page
