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Optimal [formula omitted] filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements.
- Source :
-
Journal of the Franklin Institute . Dec2015, Vol. 352 Issue 12, p5985-6010. 26p. - Publication Year :
- 2015
-
Abstract
- This paper addresses the problem of optimal H 2 filtering for a class of continuous-time periodic stochastic systems with periodic sampled measurements. The class of admissible filters consist of deterministic continuous-time periodic systems with finite jumps. The optimal solution of the considered optimization problem is obtained by integrating a suitable generalized continuous-time Riccati equation with finite jumps. To illustrate the proposed filtering strategy, we consider a problem of field monitoring where sensors are distributed on a rectangular region in order to estimate the state of a diffusion process. We consider that the sensors and the filter communicate over a communication channel and we assume that the communication channel induces some communication constraints. More specifically, we consider a medium access constraint under which the shared network can only accommodate a limited number of simultaneous communications between components. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00160032
- Volume :
- 352
- Issue :
- 12
- Database :
- Academic Search Index
- Journal :
- Journal of the Franklin Institute
- Publication Type :
- Periodical
- Accession number :
- 111303958
- Full Text :
- https://doi.org/10.1016/j.jfranklin.2015.10.010