线性状态等式约束下两种H_∞滤波的比较  

Comparison of two Kinds of H_∞ Filtering with Linear State Equality Constraints

作　　者：王兆敏[1] 徐杰[1] 何腊梅[1] 刘瑜[1] 

机构地区：[1]四川大学数学学院,四川成都610064

出　　处：《成都信息工程学院学报》2011年第6期642-646,共5页Journal of Chengdu University of Information Technology

基　　金：国家自然科学基金资助项目(60874107);数学地质四川省重点实验室开放基金资助项目(scsxdz2011006)

摘　　要：近年带有线性等式约束的H∞滤波在实际应用中越来越广泛,针对此种情况,从理论上研究了线性状态等式约束下两种H∞滤波状态估计性能的比较问题。在投影系统和H∞滤波方程的基础上,考虑线性状态等式约束条件,给出了一种含线性状态等式投影系统约束的H∞滤波。通过比较其与状态投影下的H∞滤波的估计性能,指出并证明了投影系统约束的H∞滤波的估计性能优于状态投影下的H∞滤波的估计性能。最后给出一个数值模拟例子,来验证结论。In recent years, the Ho~ filters with linear state equality constraints were used commonly in practice.. So according to comparison of the two kinds of Hoo filters, the performance of state estimation was investigated in theo- ry. Based on projected system and Hoo filter, considering the linear state equality constraints, a projected system rep- resentation about the H oo filter was formulated. By comparing its state estimation performance with the constraint projected Hoo filter＇s, it is proven that constrained estimator under projected system representation has a better esti- mation performance. Then a numerical example is presented, which demonstrates the conclusion.

关 键 词：H∞ 滤波 随机信号 状态估计 投影系统 误差协方差 

分 类 号：TN713[电子电信—电路与系统]