| 多观测时滞线性不确定系统最优鲁棒滤波 |
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| 引用本文： | 赵洪国,张焕水,张承慧.多观测时滞线性不确定系统最优鲁棒滤波[J].山东工业大学学报,2007,37(4):6-12,76. |
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| 作者姓名： | 赵洪国 张焕水 张承慧 |
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| 作者单位： | 山东大学控制科学与工程学院,山东济南250061 |
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| 基金项目： | 国家自然科学基金资助项目（60574016） |
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| 摘 要： | 针对多观测时滞线性离散不确定系统,本文作者研究了最优鲁棒滤波问题.基于新息重组的方法和Hilbert空间上的投影理论,提出了一种简便有效的新方法,该方法主要是计算与原系统具有相同维数的多个Riccati方程和一个Lyapunov递推等式.与传统状态扩维的方法相比,该方法无需状态扩维,计算简单.最后通过一个仿真实例说明该算法的有效性.
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| 关 键 词： | 新息 投影 Riccati方程 Lyapunov等式 |
| 文章编号： | 1672-3961（2007）04-0006-07 |
| 修稿时间： | 2007-04-19 |
Optimal robust filtering for a linear uncertain systems with multiple delayed measurements |
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| ZHA Hong-guo, ZHANG Huan-shui, ZHANG Cheng-hui.Optimal robust filtering for a linear uncertain systems with multiple delayed measurements[J].Journal of Shandong University of Technology,2007,37(4):6-12,76. |
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| Authors: | ZHA Hong-guo ZHANG Huan-shui ZHANG Cheng-hui |
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| Affiliation: | School of Control Science and Engineering, Shandong University, Jinan 250061, China |
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| Abstract: | The optimal robust filtering for linear discrete-time uncertain systems with multiple delayed measurements was studied. A novel approach was presented based on the reorganized innovation theory and projection in Hilbert sp.ace. The calculation of this new method involves solving multiple Riccati difference equations of the same dimensions as the original systems and one Lyapunov equation. Compared with conventional state augmentation, the presented approach greatly lessens the computational demand. A numerical example and its simulation results are given to show the effectiveness of the proposed method. |
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| Keywords: | innovation projection Riccati equation Lyapunov equation |
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