线性离散时变系统的状态和故障同时估计:最小二乘方法  

Simultaneous State and Fault Estimation for Linear Discrete Time-varying Systems:A Least-squares Approach

作　　者：赵辉宏[1] 辛增 

机构地区：[1]德州学院清洁能源研究与技术推广中心,山东德州253023

出　　处：《德州学院学报》2014年第4期63-67,78,共6页Journal of Dezhou University

基　　金：德州学院人才引进项目(311432)

摘　　要：研究一类线性离散时变系统的状态和故障同时估计问题.在没有任何故障先验知识的情况下,首次引入一种规则化最小二乘标准来作为状态和故障同时估计问题的性能指标.应用最小二乘理论,得到了估计问题可解的充要条件,给出了最优递归滤波估计器和一步滞后平滑估计器,为线性时变系统故障诊断问题提供了新的理论方法.算例验证了该方法的有效性.This paper addresses the problem of the simultaneous state and fault estimation for linear dis- crete time--varying systems. Without a prior knowledge about the possible fault, we introduce a regular- ized least--squares criterion as the performance index of the simultaneous state and fault estimation prob- lem at the first time. Then, by applying the least--squares estimation theory, a sufficient and necessary condition on the existence of a simultaneous state and fault estimator is derived. Moreover, the filtered es- timator and the one--lag smoother are obtained if the solvable conditions are satisfied. Finally, a numeri- cal example is presented to illustrate the proposed method.

关 键 词：线性离散时变系统 状态和故障同时估计 规则化最小二乘 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]