引用本文:霍沛军,王子栋,郭治.噪声强度不确定的连续系统的鲁棒采样估计[J].控制理论与应用,1999,16(3):320~324.[点击复制]
Huo Peijun,Wang Zidong,Guo Zhi.Robust Sampled-Data Estimation for Continuous Systems With Noise Intensity Uncertainty[J].Control Theory and Technology,1999,16(3):320~324.[点击复制]
噪声强度不确定的连续系统的鲁棒采样估计
Robust Sampled-Data Estimation for Continuous Systems With Noise Intensity Uncertainty
摘要点击 834  全文点击 381  投稿时间:1997-07-24  修订日期:1998-01-19
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DOI编号  
  1999,16(3):320-324
中文关键词  采样估计  鲁棒估计  内采样特性  噪声强度
英文关键词  sampled-data estimation  robust estimation  intersample behavior    noise intensity
基金项目  
作者单位
霍沛军,王子栋,郭治  
中文摘要
      基于内采样的特性讨论噪声强度不确定的连续系统的鲁棒估计问题,主要目的是为了这类不确定系统设计离散滤波器,使每个状态的估计方差不大于预先指定值,从而获得满意的稳态滤波特性。文中首先研究了仅有模型噪声强度不确定情形,随后说明当测量噪声强度不确定时可用同样的方法进行研究。最后用数值例子说明了本文涉及方法的有用性和有效性。
英文摘要
      In this paper, the problem of robust sampled-data estimation for continuous systems with noise intensity uncertainty is discussed taking account of intersample behavior. The primary purpose of this study is to design discrete filters for this kind of uncertain systems such that the estimation error variance of each state is not greater than a specified value,and therefore the steady-state behavior of the filtering result will be satisfactory.This paper first studies the case that only the intensity of the model noise is uncertain. Then it is shown that the design method in this paper is also suitable for the systems with measurement noise intensity uncertainty. Finally, a numerical example is provided to demonstrate the usefulness and effectiveness of the design method in this paper.