| 区间系统的离散鲁棒Kalman滤波 |
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| 引用本文： | 张勇,史忠科,戴冠中,周自全.区间系统的离散鲁棒Kalman滤波[J].自动化学报,2000,26(3):419-422. |
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| 作者姓名： | 张勇 史忠科 戴冠中 周自全 |
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| 作者单位： | 1.西北工业大学空中交通管理研究所,西安; |
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| 基金项目： | 国家自然科学基金，国防基金资助项目 |
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| 摘 要： | 着重研究区间系统的鲁棒滤波问题.通过等价变换,将区间系统转换为对应的矩阵
范数不确定系统,并据此导出区间系统的鲁棒滤波算法.该算法为一离散验后(a posteriori)
滤波算法,它能保证区间系统的滤波误差有界.理论分析和实际计算结果表明,本算法能达到
比验前(a priori)滤波小得多的滤波误差的方差上界.
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| 关 键 词： | 鲁棒滤波 区间系统 鲁棒识别 状态估计 |
| 收稿时间： | 1998-7-27 |
| 修稿时间： | 1998-07-27 |
ROBUST KALMAN FILTERING FOR THE DISCRETE-TIME INTERVAL SYSTEM |
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| ZHANG Yong,SHI Zhongke,DAI Guanzhong,ZHOU Ziquan.ROBUST KALMAN FILTERING FOR THE DISCRETE-TIME INTERVAL SYSTEM[J].Acta Automatica Sinica,2000,26(3):419-422. |
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| Authors: | ZHANG Yong SHI Zhongke DAI Guanzhong ZHOU Ziquan |
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| Affiliation: | 1.Institute of Air Trafic Management,NPU,Xi'an;China Flight Test Establishment,Xi'an |
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| Abstract: | This paper deals with the robust Kalman filtering method for the discrete time interval system. By equivalent transformation, the interval system is transformed to an uncertain system with matrix norm bounds. Then a posteriori robust Kalman filter is proposed, which can guarantee a variance bound of the filtering error. Both analysis and practical computing show that this filter can get a much lower variance bound than a priori one can. |
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| Keywords: | Robust filtering interval system robust identification state estimation |
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