Abstract
The problem of optimal measurement locations for state estimation in linear distributed parameter systems is considered. It has previously been shown that the optimal sensor location problem for distributed systems can be posed as an optimal control problem for a system described by the infinite-dimensional matrix Riccati equation for the filter covariance. A more efficient approach based on an upper bound of the filter covariance is developed in the present study. The relationship between the present approach and that of minimizing a measure of the filter covariance is studied. A detailed example is considered, and the results of the two approaches are compared.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
