Semidiscrete least squares methods for linear hyperbolic systems
โ Scribed by Tsu-Fen Chen
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 685 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0749-159X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
problem of least-squares state estimation of stochastic continuous-time linear systems is reconsidered. A concise derivation of the least-squares minimal-order estimator is presented using an innouations approach. An important result is the reinstatement of the problem in a least-squares estimation
The class of systems treated in this paper is that characterized by a multiplicity of inputs and outputs. For such linear multivariable systems subject to continuous stochastic inputs with arbitrary self-and cross-correlations, a derivation is made of the equations to be satisfied by the optimum tra
A new family of high-order Taylor-Galerkin schemes is presented for the analysis of first-order linear hyperbolic systems. The schemes are unconditionally stable which makes them very attractive to use in conjunction with adaptive \(h p\)-finite element methods for spatial approximation. 1995 Academ