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Full-Text Articles in Engineering
Sampled-Data Kalman Filtering And Multiple Model Adaptive Estimation For Infinite-Dimensional Continuous-Time Systems, Scott A. Sallberg
Sampled-Data Kalman Filtering And Multiple Model Adaptive Estimation For Infinite-Dimensional Continuous-Time Systems, Scott A. Sallberg
Theses and Dissertations
Kalman filtering and multiple model adaptive estimation (MMAE) methods have been applied by researchers in several engineering disciplines to a multitude of problems featuring a linear (or mildly nonlinear) model based on finite-dimensional differential (or difference) equations perturbed by random inputs. However, many real-world systems are more naturally modeled using an infinite-dimensional continuous-time linear systems model, such as those most naturally modeled as partial differential equations or time-delayed differential equations along with a possibly infinite-dimensional measurement model. The Kalman filtering technique was extended to encompass infinite-dimensional continuous-time systems with sampled-data measurements and a technique to approximate an infinite-dimensional continuous-time system …
Stochastic Estimation And Control Of Queues Within A Computer Network, Nathan C. Stuckey
Stochastic Estimation And Control Of Queues Within A Computer Network, Nathan C. Stuckey
Theses and Dissertations
An extended Kalman filter is used to estimate size and packet arrival rate of network queues. These estimates are used by a LQG steady state linear perturbation PI controller to regulate queue size within a computer network. This paper presents the derivation of the transient queue behavior for a system with Poisson traffic and exponential service times. This result is then validated for ideal traffic using a network simulated in OPNET. A more complex OPNET model is then used to test the adequacy of the transient queue size model when non-Poisson traffic is combined. The extended Kalman filter theory is …