Recursive Linear Smoothing for Dissipative Hyperbolic Systems

摘要

This paper presents an efficient method of smoothing steady-state, dissipative hyperbolic systems with one spatial dimension. The observations are from point sensors placed on the system. Using this characterization, one develops a smoothing algorithm that is recursive with respect to the sensors, resulting in a significant decrease in computational complexity relative to other methods. The algorithm's performance is illustrated by studying the smoothing problem for sound waves in an air filled pipe. Keywords: Hyperbolic systems; smoothing; recursive estimation; image processing; distributed parameter systems.