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模型误差变化率有界的空间连接系统鲁棒性能分析
  • ISSN号：0254-4156
  • 期刊名称：《自动化学报》
  • 时间：0
  • 分类：TP13[自动化与计算机技术—控制科学与工程;自动化与计算机技术—控制理论与控制工程] TM744[电气工程—电力系统及自动化]
  • 作者机构：[1]Department of Automation, Tsinghua University, Beijing 100084, China, [2]College of Automation Engineering, Qingdao University, Qingdao Shandong 266071, China, [3]Tsinghua National Laboratory for Information Science and Technology (TNList), Tsinghua University, Beijing 100084, China
  • 相关基金：This work was supported in part by the 973 Program （Nos. 2009CB320602, 2012CB316504）, in part by the National Natural Science Foundation of China （Nos. 61174122, 61021063, 60721003, 60625305）, and in part by the Specialized Research Fund for the Doctoral Program of Higher Education, China （No. 20110002110045）.
作者： 刘华波[1,2], 周彤[1,3]
关键词： 不确定线性系统, 状态估计, 输入信号, 参数不确定性, 状态空间模型, 估计误差, 卡尔曼滤波, 协方差矩阵, Robust estimation, Deterministic input, Regularized least-squares
中文摘要：

在这份报纸，我们调查不仅进程和测量噪音，而且参数无常和确定的输入信号涉及的一个动态系统的州的评价。敏感 penalization 基于柔韧的州的评价与可以非线性地影响一个州空间的植物模型的确定的输入信号和参量的无常被扩大到不明确的线性系统。导出的柔韧的评估者的形式类似于有可比较的计算复杂性的著名 Kalman 过滤器的。在一些弱假设下面，尽管导出的州的评估者被偏导，评价错误的界限是有限的，评价错误的协变性矩阵被围住，这被证明。数字模拟证明获得的柔韧的过滤器有相对好的评价表演。

英文摘要：

In this paper, we investigate state estimations of a dynamical system in which not only process and measurement noise, but also parameter uncertainties and deterministic input signals are involved. The sensitivity penalization based robust state estimation is extended to uncertain linear systems with deterministic input signals and parametric uncertainties which may nonlinearly affect a state-space plant model. The form of the derived robust estimator is similar to that of the well-known Kalman filter with a comparable computational complexity. Under a few weak assumptions, it is proved that though the derived state estimator is biased, the bound of estimation errors is finite and the covariance matrix of estimation errors is bounded. Numerical simulations show that the obtained robust filter has relatively nice estimation performances.

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期刊信息
  • 《自动化学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国自动化学会 中国科学院自动化研究所
  • 主编：王飞跃
  • 地址：北京东黄城根北街16号
  • 邮编：100717
  • 邮箱：aas@ia.ac.cn
  • 电话：010-64019820
  • 国际标准刊号：ISSN：0254-4156
  • 国内统一刊号：ISSN：11-2109/TP
  • 邮发代号:2-180
  • 获奖情况:
  • 1997年获全国优秀期刊奖,1985、1990、1996、2000年获中国科学院优秀期刊二等奖,2002年获国家期刊奖
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  • 被引量:27550