具有指定协方差的连续系统采样估计

该文在充分考虑系统内采样特性的基础上提出了采样估计协方差的定义，以便精确地描述采样估计性能。

Sampled data Estimation with Appointed Covariance for Continuous time Systems

In the present paper, a sampled data estimation covariance is defined by taking complete account of intersample behavior. It is shown that the sampled data estimation covariance is more suitable as a performance criterion for sampled data estimation. Based on this definition, the sampled data estimation covariance assignment problem is considered. The main purpose of this problem is to design filter gains such that the sampled data estimation covariance achieves a prespecified value. The problem addressed is reduced to the design of a linear filter for a fictitious discrete time system. Both the existence conditions and the explicit expression of the desired filters are given. Compared with traditional sampled data estimation approaches, the method provided in this paper is more accurate and convenient. An illustrative example is provided to demonstrate the directness and effectiveness of the design procedure.