离散随机系统非脆弱满意估计器的设计  

Non-fragile and Satisfactory Estimator Design for Linear Discrete Perturbed Stochastic Systems

作　　者：臧文利[1] 王远钢[2] 郭治[1] 

机构地区：[1]南京理工大学自动化系,江苏南京210094 [2]南京理工大学理学院,江苏南京210094

出　　处：《南京理工大学学报（社会科学版）》2005年第S1期69-72,共4页Journal of Nanjing University of Science and Technology：Social Sciences

基　　金：博士点基金(20040288002);国家自然科学基金(60174028);江苏2004研究生创新基金项目(AD20110)

摘　　要：基于线性矩阵不等式(linear matrix inequality)方法研究了离散不确定随机系统非脆弱满意鲁棒估计器的设计问题,分析了误差方差和极点指标的相容性,得到了与极点相容的稳态误差方差的上界,在所给指标相容时,通过求解一组线性矩阵不等式得到满意的估计器参数,使误差系统在模型和估计器参数都发生摄动时仍能满足期望的稳态误差方差和圆形极点指标,算例说明该文方法的有效性。Based on the technique of linear matrix inequality(LMI),the consistency of regional pole and the steady-state error covariance indices for non-fragile robust estimator in the discrete stochastic system is studied,and the upper bound of the steady error covariance consistent with the regional pole is found.Then for the consistent indices,the parameter of the estimator to guarantee that the error system can meet the desired error covariance and the circular pole indices when the parameter of the model and the estimator are perturbed can be obtained by solving a set of LMI inequalities.The numerical example shows the efficiency of the method.

关 键 词：非脆弱估计器 相容性 不确定随机系统 满意估计 线性矩阵不等式 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]