Computationally efficient steady-state multiscale estimation for 1-D diffusion processes

Automatica

Volumn 37, Issue 3, 2001, Pages 325-340

  Ho, Terrence T ^a   Fieguth, Paul W ^b   Willsky, Alan S ^c  

^a BOOZ ALLEN HAMILTON   (United States)

^b UNIVERSITY OF WATERLOO   (Canada)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; KALMAN FILTERING; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; RECURSIVE FUNCTIONS; STATE ESTIMATION; STATISTICAL METHODS;

DYNAMIC ESTIMATION; MULTISCALE REALIZATION;

DISTRIBUTED PARAMETER CONTROL SYSTEMS;

EID: 0035283865     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(00)00174-6     Document Type: Article

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