KMS Of Academy of mathematics and systems sciences, CAS
OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS | |
Guo, Bao-Zhu1,2,3; Yu, Huaiqiang3,4 | |
2016 | |
发表期刊 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
ISSN | 0363-0129 |
卷号 | 54期号:5页码:2754-2786 |
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. |
关键词 | output tracking parabolic system infinite-dimensional filter optimal state estimate |
DOI | 10.1137/15M1033915 |
语种 | 英语 |
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 |
WOS类目 | Automation & Control Systems ; Mathematics, Applied |
WOS记录号 | WOS:000387323500022 |
出版者 | SIAM PUBLICATIONS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/24030 |
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. |
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