Hybrid Estimation of State and Input for Linear Discrete Time-varying Systems： A Game Theory Approach  

作　　者：YOU Fu-Qiang WANG Fu-Li GUAN Shou-Ping 

机构地区：[1]Key Laboratory of Integrated Automation Process Industry, Ministry of Education, Northeastern University, Shenyang 110004, P. R. China

出　　处：《自动化学报》2008年第6期665-669,共5页Acta Automatica Sinica

基　　金：Supported by NationalNatural Science Foundation of China （60774068, 60574050） and China Postdoctor Science Foundation （20070421064）

摘　　要：为线性分离变化时间的系统的 H 混合评价问题在这份报纸被调查，在估计的信号是状态和输入的线性联合的地方。设计目的从骚乱要求最坏的精力获得到是的评价错误不到规定水平。混合评价问题的最佳的答案是僵绳点一二播放器零和微分游戏。根据微分比赛途径，为混合评价问题的必要、足够的可解决的条件以一个 Riccati 微分方程的答案被提供。而且，如果可解决的条件满足，一个可能的评估者被建议。评估者被印射矩阵的一个获得矩阵和产量描绘，在后者反映在未知输入和输出评价错误之间的内部关系的地方。最后，一个数字例子被提供说明建议途径。The H∞ hybrid estimation problem for linear discrete time-varying systems is investigated in this paper, where estimated signals are linear combination of state and input. Design objective requires the worst-case energy gain from disturbance to estimation error to be less than a prescribed level. Optimal solution of the hybrid estimation problem is the saddle point of a two-player zero sum differential game. On the basis of the differential game approach, necessary and sufficient solvable conditions for the hybrid estimation problem are provided in terms of solutions to a Riccati differential equation. Moreover, one possible estimator is proposed if the solvable conditions are satisfied. The estimator is characterized by a gain matrix and an output mapping matrix, where the latter reflects the internal relations between unknown input and output estimation error. At last, a numerical example is provided to illustrate the proposed approach.

关 键 词：博奕论 线性离散系统 时间变化系统 智能化系统 

分 类 号：O225[理学—运筹学与控制论] TP271.8[理学—数学]