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Optimal location of sensors for linear stochastic distributed parameter systems

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Distributed Parameter Systems: Modelling and Identification

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 1))

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.

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Antonio Ruberti

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© 1978 Springer-Verlag

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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

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  • DOI: https://doi.org/10.1007/BFb0003733

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08405-1

  • Online ISBN: 978-3-540-37195-3

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