满意估计下的多指标相容性研究  

Research about Multi-indices Compatibility Based on Satisfactory Estimation

作　　者：程相权[1] 王远钢[1] 郭治[1] 钱林方[2] 

机构地区：[1]南京理工大学自动化系,南京210094 [2]南京理工大学机械工程学院,南京210094

出　　处：《南京理工大学学报》2002年第1期1-5,共5页Journal of Nanjing University of Science and Technology

基　　金：国家自然科学基金资助项目(60 1 740 2 8)

摘　　要：针对一类线性随机系统 ,研究区域极点指标、H∞ 指标、误差方差指标约束下的满意估计问题。首先对问题的可解性即约束指标的相容性进行分析 ,利用线性矩阵不等式 (LMI)方法 ,对给定的区域极点指标 ,得到一个与之相容的较小H∞ 指标 ;进而在相容极点和H∞ 指标约束下 ,得到一个与它们相容的较小误差方差指标 ;然后 ,对相容的 3类约束指标 ,给出一个求解满意估计增益的基于LMI的方法 。In this paper, satisfactory estimation problem under constraint of regional pole index,H ∞index and error variance index for a class of linear stochastic systems is presented. First, the solvability of the problem, i.e. the compatibility of constraint index is analyzed. For the given regional pole index, a compatible H ∞index is solved via Linear Matrix Inequalities (LMI) approach, and furthermore a minor error variance compatible with the two indices above is provided. Then, for the three compatible constraint indices, a kind of method based on LMI is presented to solve the gain of satisfactory estimation. A numerical example proves the results obtained in this paper.

关 键 词：满意估计 方差 区域极点 H∞指标 

分 类 号：O231.3[理学—运筹学与控制论]