An alternative approach to the derivation of distributed-type partitioned filters
Keigo Watanabe · International Journal of Systems Science · 1981
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.