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摘要: 基于LMI技术给出了一个满足期望误差方差和快速性指标的满意状态估计器的设计 方法.该方法避免了使用矩阵秩的条件,因此适用于参数及噪声强度不确定的随机线性系统,而 且便于使用计算机求解.文中所给出的数值算例说明了该方法的有效性.Abstract: Based on LMI technology, a design method of satisfactory estimators that satisfy constraints on estimation error variance and pole location is proposed. The rank conditions adopted in the previous works are avoided, thus this method is feasible for stochastic linear systems with uncertainties in both system parameters and noise densities and is suitable for computers to work out the solutions. Finally a numerical example is included to demonstrate the effectiveness of the method.
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