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Thermodynamic costs in implementing Kalman-Bucy filters
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0003-1835-2963
2014 (English)In: 2014 52nd Annual Allerton Conference on Communication, Control, and Computing, 2014, 550-555 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, we investigate fundamental limits for physical implementations of the Kalman-Bucy filter for state estimation of a class of linear port-Hamiltonian systems. In particular, for the studied class of systems we show the Kalman-Bucy filter itself is a port-Hamiltonian systems and by invoking the second law of thermodynamics, we can characterize the external power supply needed to generate an optimal state estimate. We also show how the required external power supply can be decreased by allowing the filter to perturb the measured system to a larger extent. Hence, it is possible to decrease the so-called back action of the filter by spending more energy. We illustrate our results using passive electric circuits.

Place, publisher, year, edition, pages
2014. 550-555 p.
Keyword [en]
Electric power systems, State estimation, Thermodynamics
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-168546DOI: 10.1109/ALLERTON.2014.7028503Scopus ID: 2-s2.0-84946691707ISBN: 978-147998009-3 (print)OAI: oai:DiVA.org:kth-168546DiVA: diva2:817956
Conference
2014 52nd Annual Allerton Conference on Communication, Control, and Computing, Allerton 2014; Monticello; United States
Note

QC 20150608

Available from: 2015-06-08 Created: 2015-06-04 Last updated: 2015-06-08Bibliographically approved

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Sandberg, Henrik

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  • apa
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  • nn-NB
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  • Other locale
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Output format
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