Abstract
In this paper we propose a method which gives the optimal location of N sensors for linear, time-invariant distributed-parameter systems, subject to noise disturbances in the dynamics and in the observation.
The state of the system, described by a set of partial differential equations of parabolic type, is disturbed by a noise assumed white in time but not in space. The boundary conditions are homogeneous and therefore deterministic.
The observations, realized in a fixed number of measurement points, is assumed continuous and subject to an additive noise white in time and space.
The location of sensors is determined in such a way that we obtain the best estimation of a number of variables necessary to the control of the system. We propose the solution of this problem in two steps:
-
-Assuming that the sensor locations are fixed, the Kalman-Bucy optimal filter is used to construct the best estimation of the state
-
-The optimality criterion for the location of sensors is chosen to be the spatial integral of the trace of the steady state estimation error covariance matrix, augmented by a term characterising the error covariance matrix, for the variables necessary to the control law.
Different examples are studied and numerical results, obtained via a modified gradient algorithm, are given. The effects of system parameters changes and noise statistics are discussed.
Preview
Unable to display preview. Download preview PDF.
References
S.E. AIDAROUS, “Optimal Allocation Strategies in Stochastic Distributed Systems“ Thesis presented at Université Catholique de Louvain Belgium (1976)
M. ATHANS “On the Determination of Optimal Costly Measurement Strategies for Linear Stochastic Systems”, Automatica, Vol. 8, pp 397–412 (1972)
A. BENSOUSSAN “Optimization of Sensors Location in a Distributed Filtering Problem”, Proc. Int. Symp. on Stability of Stochastic Dynamic Systems, Coventry, England (1971)
A. BENSOUSSAN “On the Separation Principle for Distributed Parameter Systems”, Proc. IFAC Symp. on Control of Distributed Parameter Systems, Banff, Canada (1971)
S.P. BINGULAC “An alternate Approach to Expanding PA+A'P=− Q“ IEEE Trans. on A.C. Vol. 15, pp 135–137 (1970)
W.H. CHEN and I.H. SEINFELD “Optimal Location of process Measurements”, Int. J. Control, Vol. 21, pp 1003–1014 (1975)
P.L. FALB “Infinite Dimension Filtering: The Kalman Bucy Filter in Hilbert Space”, Inf. and Control, Vol. 11, pp 102–137 (1967)
R.E. GOODSON and R.E. KLEIN “A Definition and Some Results for Distributed Systems Observability“ IEEE Trans. on A.C. Vol. 15, no 2, pp 165–174 (1970)
R.E. KALMAN and R.S. BUCY New Results in Linear Filtering and Prediction Theory“ J. Basic Eng. Trans; ASME, Vol. 83, pp 95–108 (1961)
D.L. KLEINMAN “On a Iterative Technique for Riccati Equations Computations“ IEEE Trans. on A.V. Vol. 13 pp 114–115 (1968)
V. KUCERA “A contribution to Matrix Quadratic Equations“ IEEE Trans. on A.C. Vol. 17, pp. 344–347 (1972)
Y. SAKAWA “Optimal Filtering in Linear Distributed Parameter Systems“ Int. J. Control, Vol. 18, pp 117–127 (1972)
F.E. THAU “On Optimum Filtering for a Class of Linear Distributed Parameter Systems”, ASME Trans. J. Basic. Engng., Vol 91, pp 173–178 (1969)
S.G. TZAFESTAS and J.M. NIGHTINGALE “Optimal Filtering Smoothing and Prediction in Linear Distributed Parameter Systems”, Proc. IEE, Vol. 115, No 8 pp 1207–1212 (1968)
S.G. TZAFESTAS and J.M. NIGHTINGALE “Optimal Control of a Class of Linear Stochastic Distributed Parameter Systems“. Proc. IEE, Vol. 115, No 8, pp 1213–1220 (1968)
S.G. TZAFESTAS “On the Distributed Parameter Least-Squares State Estimation Theory“. Int. J. Systems Sci. Vol 4, no 6, pp 833–858 (1973)
T.K. YU and J.H. SEINFELD “Observability and Optimal Measurement Location in Linear Distributed Parameter Systems”, Int. J. Control, Vol. 18 pp. 787–789 (1973)
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1978 Springer-Verlag
About this paper
Cite this paper
Amouroux, M., Babary, J.P., Malandrakis, C. (1978). Optimal location of sensors for linear stochastic distributed parameter systems. In: Ruberti, A. (eds) Distributed Parameter Systems: Modelling and Identification. Lecture Notes in Control and Information Sciences, vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0003733
Download citation
DOI: https://doi.org/10.1007/BFb0003733
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-08405-1
Online ISBN: 978-3-540-37195-3
eBook Packages: Springer Book Archive