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线性连续时变系统的状态和输入混合估计:一种对策方法

杨晓军 翁正新 田作华 施颂椒

杨晓军, 翁正新, 田作华, 施颂椒. 线性连续时变系统的状态和输入混合估计:一种对策方法. 自动化学报, 2005, 31(4): 549-554.
引用本文: 杨晓军, 翁正新, 田作华, 施颂椒. 线性连续时变系统的状态和输入混合估计:一种对策方法. 自动化学报, 2005, 31(4): 549-554.
YANG Xiao-Jun, WENG Zheng-Xin, TIAN Zuo-Hua, SHI Song-Jiao. Hybrid Estimation of State and Input for Linear Continuous Time-varying Systems: A Game Theory Approach. ACTA AUTOMATICA SINICA, 2005, 31(4): 549-554.
Citation: YANG Xiao-Jun, WENG Zheng-Xin, TIAN Zuo-Hua, SHI Song-Jiao. Hybrid Estimation of State and Input for Linear Continuous Time-varying Systems: A Game Theory Approach. ACTA AUTOMATICA SINICA, 2005, 31(4): 549-554.

线性连续时变系统的状态和输入混合估计:一种对策方法

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    通讯作者:

    杨晓军

Hybrid Estimation of State and Input for Linear Continuous Time-varying Systems: A Game Theory Approach

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    Corresponding author: YANG Xiao-Jun
  • 摘要: The $H_\infty$ hybrid estimation problem for linear continuous time-varying systems is investigated in this paper, where estimated signals are linear combination of state and input. Design objective requires the worst-case energy gain from disturbance to estimation error be less than a prescribed level. Optimal solution of the hybrid estimation problem is the saddle point of a two-player zero sum differential game. Based on the differential game approach, necessary and sufficient solvable conditions for the hybrid estimation problem are provided in\hfill terms\hfill of\hfill solutions\hfill to\hfill a\hfill Riccati\hfill diffe-\\rential equation. Moreover, one possible estimator is proposed if the solvable conditions are satisfied. The estimator is characterized by a gain matrix and an output mapping matrix that reflects the internal relations between the unknown input and output estimation error. Both state and unknown inputs estimation are realized by the proposed estimator. Thus, the results in this paper are also capable of dealing with fault diagnosis problems of linear time-varying systems. At last, a numerical example is provided to illustrate the proposed approach.
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出版历程
  • 收稿日期:  2004-05-18
  • 修回日期:  2004-12-28
  • 刊出日期:  2005-07-20

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