引用本文:朱纪洪,郭治.连续时变不确定系统约束方差/H∞鲁棒状态滤波*[J].控制理论与应用,1997,14(3):389~392.[点击复制]
ZHU Jihong,GUO zhi.Mixed Variance/H∞ State Filtering for Continuous Time-Varying Uncertain System[J].Control Theory and Technology,1997,14(3):389~392.[点击复制]
连续时变不确定系统约束方差/H∞鲁棒状态滤波*
Mixed Variance/H∞ State Filtering for Continuous Time-Varying Uncertain System
摘要点击 756  全文点击 372  投稿时间:1995-04-04  修订日期:1995-12-27
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DOI编号  
  1997,14(3):389-392
中文关键词  时变不确定系统  方差配置  H∞滤波
英文关键词  time-varying uncertain system  variance assignment  H∞ state filtering
基金项目  
作者单位
朱纪洪,郭治 南京航空航天大学自动控制系 
中文摘要
      基于上限方差配置的混合方差/H∞设计方法可得到满意的设计结果.本文用一个修正的Riccati方程研究了一类时变不确定系统的混合方差/H∞状态滤波器,导出了滤波器的一般公式.对所允许的扰动由该公式所确定的滤波器可使稳态滤波误差方差上限及误差系统的H∞指标均小于指定值,因而具有较好的鲁棒性.
英文摘要
      Satisfied design results can be obtained by mixed variance/H∞ method based on upper covariance assignment. A mixed variance/H∞ filter is discussed in the paper by a modified Riccati equation,and the filtering formulas are derived. The filter can guarantee that both filtering error variance upper bounds and H∞ norm be less than specified values respectively for all admissible uncertainty, and therefore it has perfect robustness.