最小方差观测器逆设计实现方法

针对最小方差观测器正向设计存在的局限性,提出了一种允许部分极点配置的逆设计方法.该方法由观测器部分极点配置和观测器最小方差化两个环节组成.该文重点研究了逆设计方法提出的理论依据和最小方差化实现的技术细节,并讨论了对噪声协方差矩阵的设定估计问题.数值仿真结果印证了该方法的有效性.

Inverse design approach for minimum variance observers

This paper presents an inverse design approach for minimum variance observers to cope with the drawbacks of its implementation in direct design.The proposed approach comprises two steps: the partial pole-placement and the variance minimization.The theoreticcal basis of the proposed approach and the implementation of the variance minimization are emphatically studied.The estimation of the co-variance matrix is also addressed.Finally,numerical simulation is performed to validate the proposed approach.