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dc.contributor.authorDo, Khac Duc
dc.date.accessioned2017-01-30T13:55:41Z
dc.date.available2017-01-30T13:55:41Z
dc.date.created2014-03-25T20:00:40Z
dc.date.issued2013
dc.identifier.citationDo, K.D. 2013. Inverse optimal filtering of linear distributed parameter systems. Applied Mathematical Sciences. 7 (119): pp. 5901-5925.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/36433
dc.identifier.doi10.12988/ams.2013.37361
dc.description.abstract

A constructive method is developed to design inverse optimal filters to estimate the states of a class of linear distributed parameter systems (DPSs) based on the calculus of variation approach. Inverse optimality guarantees that the cost functional to be minimized is meaningful in the sense that the symmetric and positive definite weighting kernel matrix on the states is chosen after the filter design instead of being specified at the start of the filter design. Inverse optimal design enables that the Riccati nonlinear partial differential equation (PDE) can be simplified to a Bernoulli PDE, which can be solved analytically. The filter design is based on a new Green matrix formula, a new unique and bounded solution of a linear PDE, and analytical solution of a Bernoulli PDE. The inverse optimal filter design is first developed for the case where the measurements are spatially available, then is extended to the practical case where only a finite number of measurements is available.

dc.publisherHIKARI Ltd
dc.subjectDistributed parameter systems
dc.subjectInverse optimal filter
dc.subjectRiccati PDE
dc.subjectBernoulli PDE
dc.titleInverse optimal filtering of linear distributed parameter systems
dc.typeJournal Article
dcterms.source.volume7
dcterms.source.number117-120
dcterms.source.startPage5901
dcterms.source.endPage5925
dcterms.source.issn1312-885X
dcterms.source.titleApplied Mathematical Sciences
curtin.note

This article is published under the Open Access publishing model and distributed under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/3.0/ Please refer to the licence to obtain terms for any further reuse or distribution of this work.

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curtin.accessStatusOpen access


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