Universität zu Köln

Wu, Xueran, Jacob, Birgit ORCID: 0000-0002-8775-4424 and Elbern, Hendrik ORCID: 0000-0002-5746-4506 (2016). OPTIMAL CONTROL AND OBSERVATION LOCATIONS FOR TIME-VARYING SYSTEMS ON A FINITE-TIME HORIZON. SIAM J. Control Optim., 54 (1). S. 291 - 317. PHILADELPHIA: SIAM PUBLICATIONS. ISSN 1095-7138

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Abstract

The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and convergence of the optimal locations based on the linear-quadratic control on a finite-time horizon is studied. The optimal location of observations for improving the estimation of the state at the final time, based on the Kalman filter, is considered as the dual problem to the linear-quadratic optimal problem of the control locations. Further, the existence and convergence of optimal locations of observations for improving the estimation of the initial state, based on the Kalman smoother, is discussed. The obtained results are applied to a linear advection-diffusion model with a special extension of emission rates.

Item Type:	Journal Article
Creators:	Creators Email ORCID ORCID Put Code Wu, Xueran UNSPECIFIED UNSPECIFIED UNSPECIFIED Jacob, Birgit UNSPECIFIED orcid.org/0000-0002-8775-4424 UNSPECIFIED Elbern, Hendrik UNSPECIFIED orcid.org/0000-0002-5746-4506 UNSPECIFIED
URN:	urn:nbn:de:hbz:38-291032
DOI:	10.1137/15M1014759
Journal or Publication Title:	SIAM J. Control Optim.
Volume:	54
Number:	1
Page Range:	S. 291 - 317
Date:	2016
Publisher:	SIAM PUBLICATIONS
Place of Publication:	PHILADELPHIA
ISSN:	1095-7138
Language:	English
Faculty:	Unspecified
Divisions:	Unspecified
Subjects:	no entry
Uncontrolled Keywords:	Keywords Language OPTIMIZATION; EQUATIONS; APPROXIMATION Multiple languages Automation & Control Systems; Mathematics, Applied Multiple languages
Refereed:	Yes
URI:	http://kups.ub.uni-koeln.de/id/eprint/29103