Optimal filtering for systems governed by coupled ordinary and partial differential equations
<p>The recursive estimation of states or parameters of stochastic dynamical systems with partial and imperfect measurements is generally referred to as filtering. The estimator itself is called the filter. In this dissertation optimal filters are derived for three important classes of nonlinea...
Internet
https://thesis.library.caltech.edu/10534/1/Yu_tkl_1973.pdfYu, Thomas King Lin (1973) Optimal filtering for systems governed by coupled ordinary and partial differential equations. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/C7W5-8C39. https://resolver.caltech.edu/CaltechTHESIS:10202017-140716441 <https://resolver.caltech.edu/CaltechTHESIS:10202017-140716441>