Discrete-time modelling of distributed parameter systems for state estimator design
作者:
K. S. LEE,
K. S. CHANG,
期刊:
International Journal of Control
(Taylor Available online 1988)
卷期:
Volume 48,
issue 3
页码: 929-948
ISSN:0020-7179
年代: 1988
DOI:10.1080/00207178808906227
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Various discrete-time representations of a class of stochastic distributed parameter systems for optimal state estimator design are proposed and their properties are examined. Four different types of discrete-time models are considered: the first is an exact model by means of Green's function technique and the other three are approximate models by forward-, backward- and forward-averaging-differences in time. It is found that the forward-difference approximation leads to an unstable discrete-time model while the remaining three preserve the stability of the original distributed parameter systems. In addition, unlike the lumped-parameter systems, the state estimator based on the discrete-time model derived from forward-difference is proven to be unstable. An illustrative numerical example for a simple diffusion process is given.
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