具有不确定动态线性系统的鲁棒状态估计

Robust State Estimation for Linear Systems with Uncertain Dynamics

中文关键词  状态估计  鲁棒性  对策论

英文关键词  state estimation  robustness  game theory

中文摘要

      本文研究了一类具有参数和噪声特性不确定动态线性系统的鲁棒状态估计问题。利用对策论思想，定义了能使不确定下最坏性能最好的极小极大鲁棒状态估计器，提出了一种简单的近似设计方法，即设计最坏对象的最优滤波器。给出了这种设计方法设计滤波器导致的性能误差边界，进一步指出当满足文中给出的鞍点条件时，最坏对象的最优滤波器就是极小极大鲁棒滤波器。

英文摘要

      The problem of robust state estimation for linear systems with uncertain parameters and noise is considered in this paper. The robust state estimator which can minimize the worst performance under the uncertainties is designed by an approximate method. Moreover, the error bound of this method is given. In particular, it is shown that, under some condition, the estimator obtained by this approximate method is the same as that by the exact method.