Nonlinear state and parameter estimation of spatially distributed systems (Karlsruhe Series on Intelligent Sensor-Actuator-Systems, Universität Karlsruhe)

In this book two probabilistic model-based estimators are introduced that allow the reconstruction and identification of space-time continuous physical systems. The Sliced Gaussian Mixture Filter (SGMF) exploits linear substructures in mixed linear/nonlinear systems, and thus is well-suited for identifying various model parameters. The Covariance Bounds Filter (CBF) allows the efficient estimation of widely distributed systems in a decentralized fashion.