Imperial College London > Talks@ee.imperial > Control and Power Seminars > Thermodynamic Costs in Implementing Kalman-Bucy Filters

Thermodynamic Costs in Implementing Kalman-Bucy Filters

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Alessandro Astolfi.

In this talk we investigate fundamental limits for physical implementations of the Kalman-Bucy filter for 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 (observer effect) of the filter by spending more energy. We illustrate our results using passive electric circuits.

This talk is part of the Control and Power Seminars series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

Changes to Talks@imperial | Privacy and Publicity