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观测不确定情形下连续系统的采样估计
引用本文:霍沛军,郭治,王子栋. 观测不确定情形下连续系统的采样估计[J]. 上海交通大学学报, 2000, 34(5): 619-622
作者姓名:霍沛军  郭治  王子栋
作者单位:1. 上海交通大学,企业管理系,上海,200030
2. 南京理工大学,自动化系,南京,210094
基金项目:国家自然科学基金资助项目! ( 695 740 14)
摘    要:在机动目标跟踪等实际问题中 ,如果被跟踪的目标失踪 ,则用于状态估计的观测信号就具有不确定性 .在充分考虑系统内采样特性的基础上 ,讨论了观测不确定情形下连续系统的采样估计问题 ,旨在设计离散滤波器 ,使采样估计协方差配置至指定值 .文中利用一修正的离散 Lyapunov方程 ,给出了期望滤波增益的存在条件及解析表达式 ,并以数值例子说明了本文设计方法的直接性和有效性

关 键 词:连续系统  采样估计  内采样特性  观测不确定  机动目标跟踪

Sampled-Data Estimation for Continuous-Time Systems with Uncertain Observations
HUO Pei-jun,GUO Zhi,WANG Zi-dong. Sampled-Data Estimation for Continuous-Time Systems with Uncertain Observations[J]. Journal of Shanghai Jiaotong University, 2000, 34(5): 619-622
Authors:HUO Pei-jun  GUO Zhi  WANG Zi-dong
Abstract:In applications such as target tracking,the observation signal may contain uncertainties if the targetis missing.This paperstudied the sampled- data estimation problem for continuous systems with un- certain observations by taking complete accountof the intersample behaviour.The purpose of this investi- gation is to design discrete filters that the sampled- data estimation covariance achieves a specified value. The existence conditions and the analytical expression of the desired filters were given based on a modified discrete Lyapunov equation.A numerical example was provided to demonstrate the directness and effec- tiveness of the design method presented in this paper.
Keywords:continuous- time systems  sampled- data estimation  intersample behaviour  uncertain observa- tion  target tracking
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