摘要
本文研究了一类具有不确定噪声的离散广义线性系统的鲁棒状态估计问题，利用对策论的基本原理，给出了一种比较简单实用的近似估计方法．即最小化不确定下最坏性能的极小极大鲁棒状态估计．
The problem of robust state estimation for discrete-time singular linear systems with uncertain noise is considered. A kind of practical algorithm of optimum recurrence estimation is obtained.With the application of Game Theory, an minimax robust state estimator is designed, which can minimize the worst performance under the uncertain noise.
关键词
广义线性系统
鲁棒状态估计
uncertain noise, singular linear systems, robuSt salts edmator.
