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arXiv 2202.07797math.OC
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基于扩展卡尔曼滤波的半线性infinite-dimensional系统观测器设计

Extended Kalman filter based observer design for semilinear infinite-dimensional systems

Sepideh Afshar, Fabian Germ, Kirsten A. Morris

摘要:

在许多物理应用中,系统的状态随着空间变量以及时间而变化。这种系统的状态是由偏微分方程建模,并在一个无限维的空间上发展。由延迟微分方程建模的系统也是无限维系统。这些系统的完整状态无法测量。观测器设计是一个重要的工具,估计状态从现有的测量。对于有限维和无限维的线性系,如果满足关于噪声的某些假设,则卡尔曼滤波器提供具有最小方差的误差估计。扩展卡尔曼滤波器(EKF)是一种对非线性有限维系统的扩展。在本文中,我们提供了一个扩展的EKF半线性无限维系统。在温和的假设下,我们证明了定义的EKF方程的适定性。局部指数稳定的误差动态。只假设可检测性,而不是可观测性,因此即使对于有限维系统,这个结果也是新的。结果示出了实施的有限维近似的无限维EKF的一个例子。

英文摘要:

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by delay-differential equations are also infinite-dimensional systems. The full state of these systems cannot be measured. Observer design is an important tool for estimating the state from available measurements. For linear systems, both finite- and infinite-dimensional, the Kalman filter provides an estimate with minimum-variance on the error, if certain assumptions on the noise are satisfied. The extended Kalman filter (EKF) is one type of extension to nonlinear finite-dimensional systems. In this paper we provide an extension of the EKF to semilinear infinite-dimensional systems. Under mild assumptions we prove the well-posedness of equations defining the EKF. Local exponential stability of the error dynamics is shown. Only detectability is assumed, not observability, so this result is new even for finite-dimensional systems. The results are illustrated with implementation of finite-dimensional approximations of the infinite-dimensional EKF on an example.

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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