OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS

doi:10.1137/15M1033915

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	OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS
	Guo, Bao-Zhu1,2,3 ; Yu, Huaiqiang 3,4
刊名	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
	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
DOI	10.1137/15M1033915
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
出版者	SIAM PUBLICATIONS
WOS记录号	WOS:000387323500022
内容类型	期刊论文
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.