Robust state estimation for perturbed systems with error variance and circular pole constraints: The discrete-time case
Robust state estimation for perturbed systems with error variance and circular pole constraints: The discrete-time case
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DOI：
10.1080/002071700219650
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发表时间：
2000-01
影响因子：
2.1
通讯作者：
Zidong Wang
中科院分区：
文献类型：
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作者：
Zidong Wang
研究了具有误差方差和圆极点约束的线性摄动离散系统的鲁棒状态估计问题。该问题的目标是设计一个线性状态估计器，使得对于状态和输出方程中所有允许的不确定性，同时满足以下两个性能要求：（1）滤波矩阵的极点都被约束在一个预定的圆形区域内;以及（2）每个状态的估计误差的稳态方差不大于各个预定值。它表明，这个问题可以转化为一个辅助矩阵配置问题，并用代数矩阵方程/不等式方法解决。具体地，得到了期望估计存在的条件，并导出了这些估计的显式表达式。然后将主要结果扩展到H性能要求的情况。最后，一个数值例子来证明所提出的技术的意义。
This paper is concerned with the problem of robust state estimation for linear perturbed discrete-time systems with error variance and circular pole constraints. The goal of this problem addressed is the design of a linear state estimator such that, for all admissible uncertainties in both state and output equations, the following two performance requirements are simultaneously satisfied: (1) the poles of the filtering matrix are all constrained to lie inside a prespecified circular region; and (2) the steady-state variance of the estimation error for each state is not more than the individual prespecified value. It is shown that this problem can be converted to an auxiliary matrix assignment problem and solved by using an algebraic matrix equation/inequality approach. Specifically, the conditions for the existence of desired estimators are obtained and the explicit expression of these estimators is also derived. The main results are then extended to the case when an H performance requirement is added. Finally, a numerical example is presented to demonstrate the significance of the proposed technique.