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OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS

文献类型：期刊论文

作者Guo, Bao-Zhu1,2,3; Yu, Huaiqiang3,4
刊名SIAM JOURNAL ON CONTROL AND OPTIMIZATION
出版日期2016
卷号54期号:5页码:2754-2786
关键词output tracking parabolic system infinite-dimensional filter optimal state estimate
ISSN号0363-0129
DOI10.1137/15M1033915
英文摘要In this paper, we formulate state estimation problem for usually non-time invertible evolutionary systems into a nonstandard finite horizon linear quadratic output tracking problem. This problem directly leads to the classical filtering problem with disturbance constraint. For a given reference trajectory, we give the explicit expressions of optimal initial state and optimal control. In addition, based on some well-known results for classical finite horizon linear quadratic optimal control problems, we obtain, in terms of measured output, the pointwise linear state feedbacks to optimal initial state and optimal control, and the representation of optimal cost is also given. As an important consequence, the differential equation satisfied by the optimal state estimate for filtering problem is developed. Some examples are given as applications.
资助项目National Natural Science Foundation of China ; National Research Foundation of South Africa ; Claude Leon Foundation of South Africa
WOS研究方向Automation & Control Systems ; Mathematics
语种英语
WOS记录号WOS:000387323500022
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/24029]  
专题系统科学研究所
通讯作者Guo, Bao-Zhu
作者单位1.Shanxi Univ, Sch Math Sci, Taiyuan 030006, Peoples R China
2.Acad Sinica, Acad Math & Syst Sci, Lab Syst Sci, Beijing 100190, Peoples R China
3.Univ Witwatersrand, Sch Comp Sci & Appl Math, ZA-2050 Johannesburg, South Africa
4.Tianjin Univ, Dept Math, Tianjin 300354, Peoples R China
推荐引用方式
GB/T 7714		 Guo, Bao-Zhu,Yu, Huaiqiang. OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2016,54(5):2754-2786.
APA Guo, Bao-Zhu,&Yu, Huaiqiang.(2016).OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,54(5),2754-2786.
MLA Guo, Bao-Zhu,et al."OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 54.5(2016):2754-2786.

入库方式： OAI收割

来源：数学与系统科学研究院

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