| 满意估计中极点与误差方差指标的相容性 |
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| 引用本文： | 王远钢,郭治.满意估计中极点与误差方差指标的相容性[J].南京理工大学学报(自然科学版),2002,26(4):345-348. |
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| 作者姓名： | 王远钢 郭治 |
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| 作者单位： | 1. 南京理工大学理学院,南京,210094
2. 南京理工大学,自动化系,南京,210094 |
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| 基金项目： | 国家自然科学基金资助项目(60 1 740 2 8)，南京理工大学科技发展基金资助项目 |
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| 摘 要： | 对一类连续线性随机系统的估计问题 ,研究了与圆形极点指标相容的误差状态方差上界指标的取值范围 ,从而给出直接判定方差上界指标与极点指标相容的一个充分条件。将与极点指标相容的误差方差指标的取值范围、极点指标和相容误差方差指标约束下满意估计的求解 ,化成LMI的可行解问题 ,后者可以借助Matlab LMI处理。用算例对结论作了说明
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| 关 键 词： | 估计 极点 方差 相容性 LMI方法 |
| 修稿时间： | 2001年4月27日 |
Consistency of Circular Pole and Error Variance Indices in Satisfactory Estimation |
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| Abstract: | Range of upper bound index on error state variance that is consistent with circular pole index is discussed for state estimation of a class of linear stochastic systems. A direct sufficient condition is first provided for upper error variance index to be consistent with pole index, then the range of upper error variance index that is consistent with pole index and the design method of satisfactory estimator under constraints of consistent pole and error variance indices are formulated in terms of some certain LMIs respectively. The latter can be efficiently solved by means of computing software, Matlab LMI. Final results obtained in the paper are demonstrated through a numerical example. |
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| Keywords: | estimation pole variance consistency LMI approach |
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