| 离散随机系统非脆弱满意估计器的设计 |
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| 引用本文： | 臧文利,王远钢,郭治.离散随机系统非脆弱满意估计器的设计[J].南京理工大学学报(自然科学版),2005,29(Z1):63-66. |
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| 作者姓名： | 臧文利 王远钢 郭治 |
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| 作者单位： | 1. 南京理工大学,自动化系,江苏,南京,210094
2. 理学院,江苏,南京,210094 |
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| 基金项目： | 博士点基金(20040288002)，国家自然科学基金(60174028)，江苏2004研究生创新基金项目(AD20110) |
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| 摘 要： | 基于线性矩阵不等式(linear matrix inequality)方法研究了离散不确定随机系统非脆弱满意鲁棒估计器的设计问题,分析了误差方差和极点指标的相容性,得到了与极点相容的稳态误差方差的上界,在所给指标相容时,通过求解一组线性矩阵不等式得到满意的估计器参数,使误差系统在模型和估计器参数都发生摄动时仍能满足期望的稳态误差方差和圆形极点指标,算例说明该文方法的有效性。
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| 关 键 词： | 非脆弱估计器 相容性 不确定随机系统 满意估计 线性矩阵不等式 |
| 文章编号： | 1005-9830(2005)S0-0063-04 |
| 修稿时间： | 2005年6月15日 |
Non-fragile and Satisfactory Estimator Design for Linear Discrete Perturbed Stochastic Systems |
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| ZANG Wen-li,WANG Yuan-gang,GUO Zhi.Non-fragile and Satisfactory Estimator Design for Linear Discrete Perturbed Stochastic Systems[J].Journal of Nanjing University of Science and Technology(Nature Science),2005,29(Z1):63-66. |
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| Authors: | ZANG Wen-li WANG Yuan-gang GUO Zhi |
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| Institution: | ZANG Wen-li~1,WANG Yuan-gang~2,GUO Zhi~1 |
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| Abstract: | Based on the technique of linear matrix inequality(LMI),the consistency of regional pole and the steady-state error covariance indices for non-fragile robust estimator in the discrete stochastic system is studied,and the upper bound of the steady error covariance consistent with the regional pole is found.Then for the consistent indices,the parameter of the estimator to guarantee that the error system can meet the desired error covariance and the circular pole indices when the parameter of the model and the estimator are perturbed can be obtained by solving a set of LMI inequalities.The numerical example shows the efficiency of the method. |
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| Keywords: | non-fragile estimator consistency perturbed stochastic system satisfactory estimation linear matrix inequality |
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