参数不确定系统的H∞估计问题的显式解和中心解
The Explicit Solutions and Central Solution of H∞ Estimation Problem for Uncertain Parameter Systems
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摘要: 研究在连续时间情形下的具有部分参数不确定性的系统的H∞状态估计问题,它可 以被化简为带有一个自由可调参数对象的H∞状态估计,由此可得到滤波器的简洁通解显 式.并进一步研究了H∞估计的中心解,以及它与卡尔曼滤波器的关系.实例计算表明,对于 参数具有不确定性的系统,H∞滤波器的性能明显地优于卡尔曼滤波器.Abstract: This paper is concerned with the H∞ estimation problem for linear continuous-time systems with part of parameters uncertainty. It can be simplified as a H∞ estimation problem for a plant with a free rejustable parameter. Thus the filter expressions are given in simple and explicit way. This paper is further concerned with the central filter of H∞ estimation, and its relations to Kalman filter. Simulation results show that the performance of H∞ filter is much better than Kalman filter for the systems with uncertain parameters.
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Key words:
- Robustness /
- H∞ estimation /
- Kalman filter
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