Least squared estimation for distributed parameter systems with uncertain observations: Part 1: linear prediction and filtering
María Jesús García-Ligero, Aurora Hermoso, J. Linares‐Pérez · Applied Stochastic Models and Data Analysis · 1998
The least mean squared error linear one-stage predictor and filter are derived for discrete-time distributed parameter systems with uncertain observations. The measurements are taken at several fixed points of the spatial domain. We have used an orthogonal projection approach. © 1998 John Wiley & Sons, Ltd.