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一类带有等式约束的不确定系统的滤波方法
引用本文:文传博,张素君,焦斌. 一类带有等式约束的不确定系统的滤波方法[J]. 上海电机学院学报, 2010, 13(1): 22-25
作者姓名:文传博  张素君  焦斌
作者单位:1. 上海电机学院电气学院,上海,200240
2. 河南科技学院机电学院,新乡,453003
基金项目:国家自然科学基金项目,上海市科学技术委员会计划项目,上海市经济和信息委员会项目 
摘    要:研究了一类离散不确定系统中存在等式约束时的最优滤波问题,在均方误差最小的意义下利用卡尔曼滤波给出了最优解。与传统的不确定滤波结果相比,从理论证明了利用更多信息的约束滤波的估计误差协方差的迹更小。计算机仿真验证了理论结果。

关 键 词:不确定系统  状态约束  卡尔曼滤波  均方误差

Filtering Methods for a Sort of Uncertain Systems with State Constraints
WEN Chuanbo,ZHANG Sujun,JIAO Bin. Filtering Methods for a Sort of Uncertain Systems with State Constraints[J]. JOurnal of Shanghai Dianji University, 2010, 13(1): 22-25
Authors:WEN Chuanbo  ZHANG Sujun  JIAO Bin
Affiliation:WEN Chuanbo1,ZHANG Sujun2,JIAO Bin1(1.School of Electric,Shanghai Dianji University,Shanghai 200240,China,2.School of Electromechanical Engineering,Henan Institute of Science ,Technology,Xinxiang 453003,China)
Abstract:In this paper,the optimal filtering problems in a sort of discrete uncertain systems with state equality constraints is investigated,and the optimal solution is given using Kalman filtering in the means of minimum mean square error.Compared with the traditional uncertain filtering results,the covariance trace of the estimation errors of the proposed algorithm is smaller,because of the more information the filtering with constraints used.Computer simulation verifies the theoretical results.
Keywords:uncertain systems  state constraints  kalman filter  mean square error  
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