线性离散奇异系统的最优估计新方法  

An innovation of the optimal estimate for singular linear discrete systems

作　　者：崔鹏[1] 张承慧[1] 张玫[1] 

机构地区：[1]山东大学控制科学与工程学院,山东济南250061

出　　处：《山东大学学报（工学版）》2007年第4期13-18,44,共7页Journal of Shandong University（Engineering Science）

基　　金：国家自然科学基金(50477042);教育部博士项目基金(20040422052);山东省自然科学基金(Z2004G04)

摘　　要：讨论了线性离散奇异系统的状态估计问题.在系统正则的前提下,将奇异系统的滤波估计问题转化为系统状态噪声带有前向时滞的滤波估计问题,基于等价系统的新息分析及射影定理,通过求解两个耦合的Riccati方程求得等价系统的滤波估计器,最终得到与原始奇异系统状态同维的预报,滤波,及平滑估计器.State estimation of singular discrete-time linear systems is discussed. The filtering problem of the singular systems can be transformed into that of standard systems with advance delay noise. Based on the innovation analysis for equivalent system and the projection formula, its filter predictor is presented by solving two coupled Rieeati-type difference equations. Finally, the filter and fixed-lag smoother are obtained, which are of the same dimension with the formal singular systems.

关 键 词：线性离散奇异系统 KALMAN滤波 耦合Riccati方程 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]