In this work we adopt a novel formulation of thedistributed parameters recursive filter for discrete-time systemsevolving in L 2 spaces to widen the class of systems that canbe processed by a state estimation algorithm. Starting froma rigorous definition of Kronecker algebra on L 2 spaces thatinvolves both elements and bounded operators of L 2 , we providea computationally efficient solution in the case of linear systemswith multiplicative noises. We illustrate the potential applicationof the approach by developing a case-study concerning theconceptual design of a distributed thermo-couple in the presenceof the Nyquist–Johnson noise

Filtering discrete-time systems with multiplicative noise in L2 spaces with applications

CACACE F;
2021-01-01

Abstract

In this work we adopt a novel formulation of thedistributed parameters recursive filter for discrete-time systemsevolving in L 2 spaces to widen the class of systems that canbe processed by a state estimation algorithm. Starting froma rigorous definition of Kronecker algebra on L 2 spaces thatinvolves both elements and bounded operators of L 2 , we providea computationally efficient solution in the case of linear systemswith multiplicative noises. We illustrate the potential applicationof the approach by developing a case-study concerning theconceptual design of a distributed thermo-couple in the presenceof the Nyquist–Johnson noise
2021
Distributed parameters systems; Kalman Filtering; Discrete-time systems
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12610/11370
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