In this work we adopt a novel formulation of the distributed parameters recursive filter for discrete-time systems evolving in L-2 spaces to widen the class of systems that can be processed by a state estimation algorithm. Starting from a rigorous definition of Kronecker algebra on L-2 spaces that involves both elements and bounded operators of L-2, we provide a computationally efficient solution in the case of linear systems with multiplicative noises. We illustrate the potential application of the approach by developing a case-study concerning the conceptual design of a distributed thermo-couple in the presence of the Nyquist-Johnson noise.
Filtering Discrete-Time Systems With Multiplicative Noise in L-2 Spaces With Applications / Cacace, F; D'Angelo, M; De Iuliis, V; Germani, A. - In: IEEE CONTROL SYSTEMS LETTERS. - ISSN 2475-1456. - 6:(2022), pp. 734-739. [10.1109/LCSYS.2021.3086041]
Filtering Discrete-Time Systems With Multiplicative Noise in L-2 Spaces With Applications
Cacace, F;d'Angelo, M
;De Iuliis, V;
2022
Abstract
In this work we adopt a novel formulation of the distributed parameters recursive filter for discrete-time systems evolving in L-2 spaces to widen the class of systems that can be processed by a state estimation algorithm. Starting from a rigorous definition of Kronecker algebra on L-2 spaces that involves both elements and bounded operators of L-2, we provide a computationally efficient solution in the case of linear systems with multiplicative noises. We illustrate the potential application of the approach by developing a case-study concerning the conceptual design of a distributed thermo-couple in the presence of the Nyquist-Johnson noise.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
