| 引用本文: | 史忠科.离散系统状态和参数鲁棒滤波分离算法[J].控制理论与应用,2004,21(1):35~40.[点击复制] |
| SHI Zhong-ke.Separated robust filtering algorithm of state and uncertain coefficient matrix for discrete-time system[J].Control Theory and Technology,2004,21(1):35~40.[点击复制] |
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| 离散系统状态和参数鲁棒滤波分离算法 |
| Separated robust filtering algorithm of state and uncertain coefficient matrix for discrete-time system |
| 摘要点击 1376 全文点击 692 投稿时间：2002-02-25 修订日期：2003-03-17 |
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| DOI编号 10.7641/j.issn.1000-8152.2004.1.008 |
| 2004,21(1):35-40 |
| 中文关键词 鲁棒估计 Kalman滤波 分离滤波算法 最优估计 |
| 英文关键词 robust estimation Kalman filter separated filtering algorithm optimal estimation |
| 基金项目 国家杰出青年科学基金项目(69925306). |
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| 中文摘要 |
| 提出了一种离散系统的鲁棒分离滤波方法.为了对状态向量进行较准确估计,将鲁棒滤波器分为:1)零误差状态估计器;2)不确定矩阵估计器;3)鲁棒合成器.零偏差状态估计器是假定系统的不确定部分为零时的状态估计器;其新息作为不确定部分的估计变量,并由此估计系统的不确定部分;最后,根据系统不确定部分估计误差的上下界,用鲁棒合成器对状态向量的估计值进行鲁棒修正.为了在合成器中得到鲁棒滤波的逼近计算式,通过变换状态估计误差的协方差阵,得到了系统矩阵不确定部分的误差上界不等式逼近,并且得到了估计误差协方差阵逆阵的下界不等式逼近,从而给出了鲁棒合成滤波的完整算法. |
| 英文摘要 |
| Recent research papers on estimating the effect of inaccurate model are still quite difficult to apply in engineering computations. To decrease the error caused by model uncertainty, a separated robust filter for estimating both the state and uncertain coefficient matrix of discrete-time system was presented. To get accurate estimation of both the state and uncertain matrix, the new robust filter was built up by three parts: First, uncertainty-free state estimator. Second, uncertain matrix identification; Third, robust mix filter. In uncertainty-free state estimator, the uncertain parts of both the system matrix and observation matrix are all considered as zero. In uncertain matrix identification part, the innovation of uncertainty-free state estimator was used to get uncertain matrix identification. In the robust mix filter, the state was further improved by the result of both identified uncertain matrices and uncertainty-free state estimates. By estimating upper bound of state-error-covariance matrix in the time update and by estimating lower bound of observation-inverse-covariance matrix in the measurement update, the mix-filter gain matrix was obtained. Thus state estimating errors caused by uncertain matrix can be decreased. Finally, the proposed approach was applied to a certain aircraft, and the numerical simulation results showed fairly good agreement between flight-testing data and the data obtained by the proposed filtering method. |
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