有观测时滞线性系统的白噪声最优估计

J4 ›› 2009, Vol. 44 ›› Issue (6): 63-68.

有观测时滞线性系统的白噪声最优估计

张志钢^1,张承慧¹,崔鹏¹,焉杰^2

1. 山东大学控制科学与工程学院, 山东济南 250061;
2. 山东科技大学信息与电气工程学院, 山东青岛 266510

收稿日期:2009-02-21 发布日期:2011-06-03
作者简介:张志钢(1972-), 男, 博士研究生, 副教授, 研究方向为最优滤波、故障诊断等. Email: leo-joh@126.com
基金资助:
国家自然科学基金资助项目(60774004, 60804034); 山东省自然科学基金资助项目(Z2007G01, Y2007G34)

Optimal white noise estimatorsfor linear systems with 
delayed measurements

ZHANG ZhiGang^1, ZHANG ChengHui¹, CUI Peng^1, YAN Jie^2

1. School of Control Science and Engineering, Shandong University, Jinan 25006 1, Shandong, China;
2. College of Information and Electrical Engineering, Shandong Universi ty of Science and Technology, Qingdao 266510, Shandong, China

Received:2009-02-21 Published:2011-06-03

摘要/Abstract

摘要：

采用卡尔曼滤波方法,针对带有观测时滞的线性离散系统,研究了输入白噪声最优估计器的设计. 通过对观测序列进行重新组织,使之成为无时滞的观测, 并进一步给出重组新息序列. 由Hilbert空间上的正交投影定理,通过求解与原系统同维的两个Riccati方程实现递推计算. 该方法能避免状态扩维,有效地减轻了计算负担. 最后通过仿真实例说明该方法的有效性.

关键词: 白噪声估值器;新息重组;Riccati方程;时滞系统;去卷

Abstract:

The optimal input white noise estimator for linear discretetime systems with delayed measurements is studied by using Kalman filtering. The delayed measurements are reorganized as that without delay, then the reorganized innovation is given. Based on the projection theorem in Hilbert Spaces, the proposed approach is given in terms of two Riccati difference equations (RDEs) with the same order as that of the original system. The approach can improve the computational efficiency without resorting to system state augmentation. A numerical example is given and the simulation results show the effectiveness of the proposed method.

Key words: white noise estimators; reorganized innovation; Ric cati equation; timedelay systems; deconvolution

中图分类号:

TP13

. 有观测时滞线性系统的白噪声最优估计[J]. J4, 2009, 44(6): 63-68.

参考文献

多维度评价

Viewed

Full text

Abstract

Cited

Shared

Discussed

[1]	. 具有时滞的不确定离散脉冲切换系统的保性能控制问题研究[J]. J4, 2009, 44(5): 56-61.
[2]	陈乃训1,马树萍2*. 一类非线性离散广义马尔可夫跳跃系统的静态输出反馈镇定[J]. J4, 2013, 48(7): 93-100.