基于LMI的具有一类不确定性数据的参数估计  

Parameter Estimation Based on LMI with Bounded Data Uncertainties

作　　者：杨智慧[1] 毛剑琴 魏可惠[2] 

机构地区：[1]北京航空航天大学理学院 [2]中国工程物理研究院电子工程研究所

出　　处：《北京航空航天大学学报》2000年第4期481-484,共4页Journal of Beijing University of Aeronautics and Astronautics

基　　金：博士点基金资助项目! ( 96 0 3);中国工程物理研究院基金资助项目

摘　　要：对于系数矩阵A和观测向量b存在不确定性的情况 ,本文提出了一种基于线性矩阵不等式 (LMI)的参数估计方法 ,这种方法适用于不确定性的先验界已知的情况 .由此而得到的算法计算更为简单 ,实用并具有一般性 .文中给出了计算公式的推导、解的分析 ,并针对几种特殊的情况进行了讨论 .A class of parameter estimation problem is put forth with bounded data uncertainties, and solved it based on linear matrix inequalities (LMI). The uncertainties are expressed by a priori bounds on perturbations of coefficient matrix and its elements, which covers some situations explored in [3] and [4] and is a more general one. Thus, the proposed method, which based on LMI, is simple, practical, and general. We analyzed the solution, and discussed several special cases, such as selected columns are subject to perturbations. Simulation results give more details of the proposed method.

关 键 词：参数估计 不确定系统 最小二乘法 LMI 

分 类 号：O241.1[理学—计算数学]