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arXiv 1503.09031math.OC
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时变系统的最优执行器和观测器位置

Optimal Actuator and Observation Location for Time-Varying Systems on a Finite-Time Horizon

Xueran Wu, Birgit Jacob, Hendrik Elbern

摘要:

控制器和观测器位置的选择对于设计控制系统和改善各种实际问题的估计具有重要意义。针对希尔伯特空间中的时变系统,研究了有限时域上基于线性二次型控制的最优位置的存在性和收敛性。基于卡尔曼滤波器的观测最优位置优化问题是控制位置的线性二次规划问题的对偶问题。进一步讨论了基于Kalman平滑器的改进初始估计的最优观测点位置的存在性和收敛性。将所得结果应用于线性对流扩散模型。

英文摘要:

The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and convergence of the optimal location based on linear-quadratic control on a finite-time horizon is studied. The optimal location of observations for improving the estimation of the state at the final time, based on Kalman filter, is considered as the dual problem to the LQoptimal problem of the control locations. Further, the existence and convergence of optimal locations of observations for improving the estimation at the initial time, based on Kalman smoother is discussed. The obtained results are applied to a linear advection-diffusion model.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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