具有约束的不确定系统的滚动时域状态估计方法  

STATE ESTIMATION FOR UNCERTAIN SYSTEM BY MOVING HORIZON STRATEGY

作　　者：王曌[1] 刘志远[1] 裴润[1] 班喜光[2] 

机构地区：[1]哈尔滨工业大学控制科学与工程系,黑龙江哈尔滨150001 [2]海军大连舰艇学院基础部,辽宁大连116018

出　　处：《中国电机工程学报》2003年第9期99-102,共4页Proceedings of the CSEE

基　　金：国家自然科学基金重点项目(60234030);教育部科学技术研究重点项目;黑龙江省自然科学基金项目 ~~

摘　　要：针对不确定系统的状态估计问题,提出了一种基于滚动优化原理的鲁棒滚动时域状态估计方法。这种方法充分利用了以约束形式出现的关于系统状态和干扰的已知信息,可提高估计的合理性和准确性。文中给出了估计算法及估计误差协方差矩阵的递推公式,并对估计算法的稳定性进行了分析。仿真结果表明该方法能够有效地处理具有约束的不确定系统的状态估计问题。In the framework of moving horizon strategy, this paper presents a robust moving horizon estimation method for a class of uncertain systems. This robust moving horizon estimation approach can make use of the additional knowledge of constraints on states and disturbances to achieve an improve-ment in the estimation performance. In this paper a robust estimation method and a recursive covariance matrix algorithm are proposed. Moreover, for the unconstrained system, the algorithm stability is discussed. The simulation results show that the proposed method has the perfect performance for estimation of the uncertain system with constraints.

关 键 词：电力系统 滚动时域估计 状态估计 不确定系统 鲁棒估计 仿真 

分 类 号：TM743[电气工程—电力系统及自动化]