Optimal Robust Estimation for Linear Uncertain Systems with Single Delayed Measurement
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摘要: 针对带有单个观测时滞的线性不确定系统, 最优鲁棒估计问题被考虑. 基于新息重组分析的方法, 给出最优鲁棒估计器. 它的计算最后归结为计算与原始系统同维的两个 Riccati 方程和一个 Lyapunov 递推等式. 我们给出一个数值例子来验证所提出新方法的有效性.Abstract: This paper deals with the optimal robust estimation problem for linear uncertain systems with single delayed measurement. The optimal robust estimator is derived based on the reorganized innovation analysis approach. The calculation of the optimal robust estimator involves solving two Riccati difference equations of the same dimensions as that of the original systems and one Lyapunov equation. A numerical example is given to show the effectiveness of the proposed approach.
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Key words:
- Innovation /
- projection /
- optimal robust estimation /
- Riccati difference equation
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