Abstract
This chapter discusses frequency domain methods for the derivation of KalmanBucy filters for a certain class of distributed systems, and so includes systems modeled by partial differential equations, as well as the conventional finite-dimensional system models.
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© 2002 Springer Science+Business Media New York
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Davis, J.H. (2002). Filters Without Riccati Equations. In: Foundations of Deterministic and Stochastic Control. Systems & Control: Foundations & Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0071-0_12
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DOI: https://doi.org/10.1007/978-1-4612-0071-0_12
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6599-3
Online ISBN: 978-1-4612-0071-0
eBook Packages: Springer Book Archive