线性随机不确定系统的满意估计  

A Satisfactory Estimation of Linear Stochastic Systems with Uncertainties

作　　者：黄大荣[1] 陈彩霞[2] 魏代俊[3] 

机构地区：[1]重庆交通学院计算机学院,重庆400074 [2]辽宁大学数学系,辽宁沈阳100036 [3]湖北民族学院数学系,湖北恩施445000

出　　处：《湖北民族学院学报（自然科学版）》2005年第1期24-27,共4页Journal of Hubei Minzu University(Natural Science Edition)

基　　金：交通部基础研究专项基金项目(200331981408);重庆交通学院青年科研基金项目(2004-08).

摘　　要：在随机线性不确定系统中,设计一个满意的状态估计器在工程中有很大的实际意义.首先,根据满意控制思想,针对一类在状态矩阵及噪声矩阵中均含有不确定性的随机系统,设计一种满意估计器,使预测误差系统在模型的参数发生扰动时,依然满足预先给定的设计约束指标,得到了满意估计问题求解的充分条件;然后根据分析给出了满意估计器设计的算法.这个算法表明,线性随机不确定系统的满意估计器的设计是有效可行的.In the Linear stochastic systems with uncertainties, designing a satisfactory State-estimation is of practical significance in the field of engineering. First, for state estimation problem of the linear stochastic systems with uncertainties in both the state matrix and the noise matrix, a new satisfactory estimator is constructed with stochastic theory, which can guarantee that estimator error system with bounded perturbed model parameter satisfies the constraint indexes that is given. Thus a sufficient condition of solving satisfactory estimation is obtained; secondly, the algorithm of designing satisfactory estimator is presented by analysis. The algorithm indicates that designing satisfactory estimator of linear stochastic systems with uncertainties is effective.

关 键 词：不确定系统 满意估计 LMI技术 

分 类 号：O231.3[理学—运筹学与控制论]