一类非均匀采样系统的最优状态滤波器  

OPTIMAL STATE FILTERS FOR A CLASS OF NON-UNIFORM SAMPLING SYSTEMS

作　　者：林红蕾[1] 马静[1] 孙书利[2] 

机构地区：[1]黑龙江大学数学科学学院,哈尔滨150080 [2]黑龙江大学电子工程学院,哈尔滨150080

出　　处：《系统科学与数学》2012年第6期768-779,共12页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(61174139);教育部新世纪优秀人才支持计划(NCET-10-0133);黑龙江大学高层次人才创新团队(Hdtd2010-03);黑龙江省高校重点实验室资助

摘　　要：研究了一类非均匀采样离散随机系统的最优滤波问题,其中系统状态以快速率均匀进行更新,观测以慢速率非均匀进行采样,且状态更新率为观测采样率的整数倍.建立了在观测采样点上的非增广的状态模型.应用射影理论提出了在观测采样点上的线性最小方差最优状态滤波器.进而,基于观测采样点上的状态估值,提出了在状态更新点上的状态滤波器.最后,分析了所提出的滤波器的渐近稳定性和稳态性能.仿真研究验证了算法的有效性.OptimM filtering problem for a class of non-uniform sampling discrete stochastic systems is studied, where the system state is updated at a fast uniform sampling rate and the measurement is sampled at a slow non-uniform sampling rate. The state update rate is a multiple of the measurement sampling rate. The non-augmented state model at the measurement sampling points is established. Optimal state filters at the measurement sampling points are presented in the linear minimum variance sense using projection theory. Furthermore, the state filters at the state update points are presented based on the estimates at the measurement sampling points. Finally, the asymptotic stability and steadly-state property of the proposed filters are analyzed. The simulation results verify the effectiveness of the proposed algorithm.

关 键 词：非均匀采样 滤波器 状态空间模型 线性最小方差 射影理论. 

分 类 号：TN713[电子电信—电路与系统]