| 线性离散奇异系统的最优估计新方法 |
| |
| 引用本文： | 崔鹏,张承慧,张玫.线性离散奇异系统的最优估计新方法[J].山东工业大学学报,2007,37(4):13-18,44. |
| |
| 作者姓名： | 崔鹏 张承慧 张玫 |
| |
| 作者单位： | 山东大学控制科学与工程学院,山东济南250061 |
| |
| 基金项目： | 国家自然科学基金（50477042）; 教育部博士项目基金（20040422052）; 山东省自然科学基金（Z2004G04） |
| |
| 摘 要： | 讨论了线性离散奇异系统的状态估计问题.在系统正则的前提下,将奇异系统的滤波估计问题转化为系统状态噪声带有前向时滞的滤波估计问题,基于等价系统的新息分析及射影定理,通过求解两个耦合的Riccati方程求得等价系统的滤波估计器,最终得到与原始奇异系统状态同维的预报,滤波,及平滑估计器.
|
| 关 键 词： | 线性离散奇异系统 Kalman滤波 耦合Riccati方程 |
| 文章编号： | 1672-3961（2007）04-0013-06 |
| 修稿时间： | 2007-07-07 |
An innovation of the optimal estimate for singular linear discrete systems |
| |
| CUI Peng, ZHANG Cheng-hui, ZHANG Mei.An innovation of the optimal estimate for singular linear discrete systems[J].Journal of Shandong University of Technology,2007,37(4):13-18,44. |
| |
| Authors: | CUI Peng ZHANG Cheng-hui ZHANG Mei |
| |
| Affiliation: | School of Control Science and Engineering, Shandong University, Jinan 250061, China |
| |
| Abstract: | State estimation of singular discrete-time linear systems is discussed. The filtering problem of the singular systems can be transformed into that of standard systems with advance delay noise. Based on the innovation analysis for equivalent system and the projection formula, its filter predictor is presented by solving two coupled Rieeati-type difference equations. Finally, the filter and fixed-lag smoother are obtained, which are of the same dimension with the formal singular systems. |
| |
| Keywords: | singular discrete-time linear system Kalman filtering coupled Rieeati equations |
| 本文献已被 维普 等数据库收录！ |
|
