| 引用本文: | 吴志刚, 钟万勰.离散H∞滤波系统最优范数计算的特征值算法[J].控制理论与应用,2003,20(1):21~26.[点击复制] |
| WU Zhi-gang, ZHONG Wan-xie.Optimal norm computation for discrete H-∞ filtering systems by eigenvalue algorithm[J].Control Theory and Technology,2003,20(1):21~26.[点击复制] |
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| 离散H∞滤波系统最优范数计算的特征值算法 |
| Optimal norm computation for discrete H-∞ filtering systems by eigenvalue algorithm |
| 摘要点击 1585 全文点击 1737 投稿时间：2001-09-13 修订日期：2002-04-12 |
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| DOI编号 |
| 2003,20(1):21-26 |
| 中文关键词 离散H∞滤波 H∞范数 Hamiltonian差分方程 特征值 |
| 英文关键词 discrete H-infinity filtering H-infinity norm Hamiltonian difference equation eigenvalue |
| 基金项目 国家重点基础研究发展规划项目(G1999032805)资助项目 |
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| 中文摘要 |
| 基于Riccati方程解的存在条件,建立了离散系统H∞滤波问题的最优范数γopt与相关的Hamiltonian差分方程一阶特征值,以及矩阵广义特征值问题一阶特征值之间的对应关系.根据这一关系可以用求解特征值问题的算法计算最优H∞范数.由于仅需计算一阶特征值,所以可用扩展Wittrick-Williams算法求解这一问题. |
| 英文摘要 |
| Based on the existence condition of solutions to Riccati equations, the paper presents the connection among optimal norm γopt of discrete H-infinity filtering problem, the first order eigenvalue of an associated Hamiltonian difference equation, and the first order eigenvalue of a generalized matrix eigenvalue problem. The algorithms for the eigenvalue problems is adopted to compute γopt.The extended Wittrick-Williams algorithm is used to compute the optimal H-infinity norm because only the first order eigenvalue is needed for H-infinity filtering. |