基于协方差配置的采样估计

在工程应用中,状态估计的指标要求常常表现为误差协方差的形式.在充分考虑系 统内采样特性的基础上,提出了采样估计协方差的定义和一种新的采样估计方法,目的在于 设计离散估计器使采样估计协方差达到指定值,从而获得满意的稳定状态估计性能.将此采 样估计问题等价地转化为一个虚拟离散系统的估计器设计问题,给出了期望估计器的存在条 件及显式表示.数值例子说明了方法的有效性.

SAMPLED-DATA ESTIMATION WITH COVARIANCE ASSIGNMENT

It is quite common in state estimation problems to have performance objectives that are expressed as the error covariance. In this paper, a sampled data estimation covariance is defined by taking into account the intersample behavior completely. An innovation method of sampled data estimation is also presented. The purpose of this problem is to design discrete estimators which can assign the sampled data estimation covariance to a prespecified value such that the steady state behavior of the state estimation is satisfactory. The sampled data estimation problem is reduced to estimator design for a fictitious discrete time system. Both the existence conditions and the explicit expression of the desired estimators are given. An illustrative example is provided to demonstrate the effectiveness of the design procedure.