A Fast Computational Approach in Optimal Distributed-Parameter State Estimation

[+] Author and Article Information
K. Watanabe, M. Iwasaki

Department of Aeronautical Engineering, Kyushu University, Fukuoka, Japan

J. Dyn. Sys., Meas., Control 105(1), 1-10 (Mar 01, 1983) (10 pages) doi:10.1115/1.3139723 History: Received June 30, 1981; Online July 21, 2009


A fast computational approach is considered for solving of a time-invariant operator Riccati equation accompanied with the optimal steady-state filtering problem of a distributed-parameter system. The partitioned filter with the effective initialization is briefly explained and some relationships between its filter and the well-known Kalman-type filter are shown in terms of the Meditch-type fixed-point smoother in Hilbert spaces. Then, with the aid of these results the time doubling algorithm is proposed to solve the steady-state solution of the operator Riccati equation. Some numerical examples are included and a comparison of the computation time required by the proposed method is made with other algorithms—the distributed partitioned numerical algorithm, and the Runge-Kutta method. It is found that the proposed algorithm is approximately from 40 to 50 times faster than the classical Runge-Kutta method with constant step-size for the case of 9th order mode Fourier expansion.

Copyright © 1983 by ASME
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