摘要
带乘性噪声系统由于其广泛的适用性,一直成为研究的热点。针对带乘性噪声系统的鲁棒状态估计算法进行研究,利用线性矩阵不等式的方法,讨论状态方程中含有范数有界不确定性参数的带乘性噪声系统的方差约束鲁棒状态估计器存在的条件,并针对此类带乘性噪声系统推导出1套方差约束鲁棒状态估计算法以及最优方差约束鲁棒状态估计算法。仿真结果验证算法的有效性。
The system with multiplicative noise, due to its extensive applicability, has become the research focus. Using the method of linear matrix inequality, this paper discusses the existence condition of the variance constrained robust state estimator for a class of system with multiplicative noise which has deterministic norm-bounded uncertainties. A robust state estimation algorithm with the provided con- strained variance and an optimal variance-constrained robust state estimation algorithm for this kind of system are presented in the terms of linear matrix inequalities. Simulation results are given to show the effectiveness of the algorithm.
出处
《中国海洋大学学报（自然科学版）》
CAS
CSCD
北大核心
2011年第4期121-126,共6页
Periodical of Ocean University of China
基金
国家自然科学基金项目(60704023)资助
关键词
线性矩阵不等式
乘性噪声
方差约束
鲁棒状态估计
范数有界不确定性参数
linear matrix inequality
multiplicative noise
variance-constrained~ robust state estimatiomnorm-bounded uncertainties
