Observer Synthesis for Switched Discrete-Time Linear Systems using Relaxed Dynamic Programming
(2006) 17th International Symposium on Mathematical Theory of Networks and Systems, 2006- Abstract
- In this paper, state estimation for Switched Discrete-Time Linear
Systems is performed using relaxed dynamic programming. Taking the Bayesian point of view, the estimation problem is transformed into an infinite dimension al optimization problem. The optimization problem is then solved using relaxed dynamic programming. The estimate of both the mode and the continuous state can then be computed from the value-function. From an unknown initial state the estimation error goes to zero as more measurements are collected.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/929458
- author
- Alriksson, Peter LU and Rantzer, Anders LU
- organization
- publishing date
- 2006
- type
- Contribution to conference
- publication status
- published
- subject
- conference name
- 17th International Symposium on Mathematical Theory of Networks and Systems, 2006
- conference location
- Kyoto, Japan
- conference dates
- 2006-07-24 - 2006-07-28
- language
- English
- LU publication?
- yes
- id
- 36746938-66cb-4b81-ac45-53b59ab6ba2b (old id 929458)
- date added to LUP
- 2016-04-04 14:07:21
- date last changed
- 2018-11-21 21:18:25
@misc{36746938-66cb-4b81-ac45-53b59ab6ba2b, abstract = {{In this paper, state estimation for Switched Discrete-Time Linear<br/><br> Systems is performed using relaxed dynamic programming. Taking the Bayesian point of view, the estimation problem is transformed into an infinite dimension al optimization problem. The optimization problem is then solved using relaxed dynamic programming. The estimate of both the mode and the continuous state can then be computed from the value-function. From an unknown initial state the estimation error goes to zero as more measurements are collected.}}, author = {{Alriksson, Peter and Rantzer, Anders}}, language = {{eng}}, title = {{Observer Synthesis for Switched Discrete-Time Linear Systems using Relaxed Dynamic Programming}}, url = {{https://lup.lub.lu.se/search/files/6285674/8866193.pdf}}, year = {{2006}}, }