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Optimal estimators for time-averaged measurement systems |
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| Authors: | SIGERU OMATU JOHN H. SEINFELD |
| Affiliation: | 1. Department of Information Science and Systems Engineering, Faculty of Engineering , University of Tokushima , Tokushima, 770, Japan;2. Department of Chemical Engineering , California Institute of Technology , Pasadena, California, 91125, U.S.A. |
| Abstract: | The optimal linear prediction estimator and filter are derived for dynamic systems with time-averaged measurements using the Wiener-Hopf theory. The estimates are compared with other optimal estimators for various measurement systems. |
| Keywords: | |