In this work we adopt a novel formulation of the distributed parameters recursive filter for discrete-time systems evolving in $L_{2}$ spaces to widen the class of systems that can be processed by a state estimation algorithm. Starting from a rigorous definition of Kronecker algebra on $L_{2}$ spaces that involves both elements and bounded operators of $L_{2}$ , we provide a computationally efficient solution in the case of linear systems with multiplicative noises. We illustrate the potential application of the approach by developing a case-study concerning the conceptual design of a distributed thermo-couple in the presence of the Nyquist-Johnson noise.

Filtering Discrete-Time Systems with Multiplicative Noise in L2 Spaces with Applications

De Iuliis V.;Germani A.
2022

Abstract

In this work we adopt a novel formulation of the distributed parameters recursive filter for discrete-time systems evolving in $L_{2}$ spaces to widen the class of systems that can be processed by a state estimation algorithm. Starting from a rigorous definition of Kronecker algebra on $L_{2}$ spaces that involves both elements and bounded operators of $L_{2}$ , we provide a computationally efficient solution in the case of linear systems with multiplicative noises. We illustrate the potential application of the approach by developing a case-study concerning the conceptual design of a distributed thermo-couple in the presence of the Nyquist-Johnson noise.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11697/179493
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