Controls and Control Theory Commons^™

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 …