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Sensor Choice for Minimum Error Variance Estimation

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dc.contributor.authorZhang, Minxin
dc.contributor.authorMorris, Kirsten
dc.date.accessioned2017-08-11T15:32:30Z
dc.date.available2017-08-11T15:32:30Z
dc.date.issued2017-06-12
dc.description© 2016 IEEE, Morris, K. A., & Özer, A. ö. (2014). Modeling and Stabilizability of Voltage-Actuated Piezoelectric Beams with Magnetic Effects. SIAM Journal on Control and Optimization, 52(4), 2371–2398. https://doi.org/10.1137/130918319en
dc.description.abstractA Kalman filter is optimal in that the variance of the error is minimized by the estimator. It is shown here, in an infinite-dimensional context, that the solution to an operator Riccati equation minimizes the steady-state error variance. This extends a result previously known for lumped parameter systems to distributed parameter systems. It is shown then that minimizing the trace of the Riccati operator is a reasonable criterion for choosing sensor locations. It is then shown that multiple inaccurate sensors, that is, those with large noise variance, can provide as good an estimate as a single highly accurate (but probably more expensive) sensor. Optimal sensor location is then combined with estimator design. A framework for calculation of the best sensor locations using approximations is established and sensor location as well as choice is investigated with three examples. Simulations indicate that the sensor locations do affect the quality of the estimation and that multiple low quality sensors can lead to better estimation than a single high quality sensor.en
dc.description.sponsorshipNSERC Discovery Grant US AFOSR grant || FA 9550-16-1-0061en
dc.identifier.urihttps://doi.org/10.1109/TAC.2017.2714643
dc.identifier.urihttp://hdl.handle.net/10012/12127
dc.language.isoenen
dc.publisherInstitute of Electrical and Electronics Engineersen
dc.subjectKalman filtersen
dc.subjectObservabilityen
dc.subjectRiccati equationsen
dc.subjectEstimationen
dc.subjectDistributed parameter systemsen
dc.subjectSteady-stateen
dc.subjectControllabilityen
dc.titleSensor Choice for Minimum Error Variance Estimationen
dc.typeArticleen
dcterms.bibliographicCitationZhang, M., & Morris, K. (2017). Sensor Choice for Minimum Error Variance Estimation. IEEE Transactions on Automatic Control, 1–1. https://doi.org/10.1109/TAC.2017.2714643en
uws.contributor.affiliation1Faculty of Mathematicsen
uws.contributor.affiliation2Applied Mathematicsen
uws.peerReviewStatusRevieweden
uws.scholarLevelFacultyen
uws.typeOfResourceTexten

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