Brief survey of approaches to deriving the optimal linear distributed parameter filter

Abstract

This survey paper reviews the approaches to deriving the optimal filter for linear distributed parameter systems. We discuss the five main approaches: the orthogonal projection or Wiener-Hopf theory, the least squares method, the innovation theory, the maximum likelihood method, and the Bayesian theory. We also consider the optimal sensor location problem for distributed parameter systems, one closely related to the optimal filtering problem.

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