引用本文:王子栋 郭 治.连续系统鲁棒约束方差估计的一种新方法[J].控制理论与应用,1995,12(2):195~200.[点击复制]
WANG Zidong and GUO Zhi.A New Approach to Robust Variance-Constrained Estimation for Continuous Systems[J].Control Theory and Technology,1995,12(2):195~200.[点击复制]
连续系统鲁棒约束方差估计的一种新方法
A New Approach to Robust Variance-Constrained Estimation for Continuous Systems
摘要点击 1118  全文点击 483  投稿时间:1993-10-13  修订日期:1994-07-14
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DOI编号  
  1995,12(2):195-200
中文关键词  线性系统  误差协方差  鲁棒状态估计
英文关键词  linear systems  error covariance  robust state estimation
基金项目  
作者单位
王子栋 郭 治 南京理工大学自动控制系 
中文摘要
      本文提出一种新的性能鲁棒滤波器增益的设计方法,即设计滤波增益,使得当系统噪声强度不确定时,系统每个状态的误差方差稳态值都不大于预先指定值,并举例说明这种设计方法的直接性与简单性。
英文摘要
      A new method to performance robust state estimator design is presented for linear continuous systems. The primary purpose of this paper is to find the set of filter gains such that the error variance for each system state is less than or equal to some prespecified values while the noise intensity is uncertain. A numerical example is provided to demonstrate the directness and simplicity of the design method.