线性离散状态时滞系统UFIR滤波算法  

UFIR filtering algorithm for linear discrete system with state delay

作　　者：刘飞[1,2] 范雪峰[1,2] 赵顺毅[1,2] LIU Fei FAN Xue-feng ZHAO Shun-yi(Institute of Automation, Jiangnan University, Wuxi 214122, China Key Laboratory of Advanced Process Control for Light Industy of Ministry of Education, Jiangnan University, Wuxi 214122, China)

机构地区：[1]江南大学自动化研究所,江苏无锡214122 [2]江南大学轻工过程先进控制教育部重点实验室,江苏无锡214122

出　　处：《控制与决策》2017年第6期1109-1114,共6页Control and Decision

基　　金：国家自然科学基金项目(61603155);中央高校基本科研业务费专项资金项目(JUSRP116037)

摘　　要：针对含状态时滞的线性离散时变状态空间模型,提出一类无偏有限脉冲响应(UFIR)滤波算法.通过构造含有时滞状态的增广系统模型,对原系统进行无时滞转换.利用扩展状态空间模型的思路,将现有UFIR滤波算法推广至含控制输入的状态时滞系统中,并进一步求解相应的迭代形式,保留类Kalman算法快速计算的特点.通过仿真例子表明了所提出算法的有效性.The paper proposes a type of unbiased finite impulse response（UFIR） filtering algorithm for the discrete time-varying linear state space model with state delay. By constructing the augmented system vector comprising delay, the original system model is transformed into a non-delay counterpart. Then, the extended state-space model is developed, from which the traditional UFIR filtering algorithm is generalized to the state-delayed system with control input, which provides convenience for practice. Further more, the corresponding iterative form is developed, and the speediness featu（e like Kalman is preserved. Finally, two simulation examples are provided to illustrate the effectiveness of the proposed method.

关 键 词：状态时滞 增广状态 状态估计 FIR滤波器 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]