引用本文: | 郇正良, 崔进平.奇异线性系统最优估计的多项式方法[J].控制理论与应用,2005,22(1):92~95.[点击复制] |
HUAN Zheng-liang, CUI Jin-ping.Polynomial approach to optimal state estimation of singular linear system[J].Control Theory and Technology,2005,22(1):92~95.[点击复制] |
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奇异线性系统最优估计的多项式方法 |
Polynomial approach to optimal state estimation of singular linear system |
摘要点击 1405 全文点击 1101 投稿时间:2002-11-27 修订日期:2004-02-11 |
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DOI编号 10.7641/j.issn.1000-8152.2005.1.018 |
2005,22(1):92-95 |
中文关键词 随机奇异线性系统 状态估计 多项式方程 谱分解 稳态最优 |
英文关键词 stochastic singular linear system state estimation polynomial equation spectral factorization steady-state optimal |
基金项目 国家自然科学基金资助项目(60174017). |
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中文摘要 |
基于多项式ARMA新息模型方法提出了随机奇异线性离散时间系统的稳态最优估计.估值器的增益矩阵是通过新息分析和射影方法推得;其计算归结为求解一个多项式方程和谱分解.这一结果是最优估计多项式方法在奇异系统中的应用. |
英文摘要 |
The steady-state optimal estimation of singular systems is studied by applying ARMA innovation model.The key problem is the calculation of estimation gain matrix,which is obtained from the uniqueness of the ARMA innovation model.The estimator is computed in terms of the solution to one polynomial equation and spectral factorization. |