Technical communique: Robust state estimation for uncertain discrete-time stochastic systems with missing measurements
Technical communique: Robust state estimation for uncertain discrete-time stochastic systems with missing measurements
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DOI：
10.1016/j.automatica.2011.04.009
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发表时间：
2011-07
期刊：
影响因子：
--
通讯作者：
H. Liang;T. Zhou
中科院分区：
文献类型：
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作者：
H. Liang;T. Zhou
本文将Zhou （2010a）的鲁棒估计结果推广到缺失测量的状态估计。推导了一个继承Zhou （2010a）的主要特性的新程序。在这个扩展中，递归中使用的协方差矩阵被它的估计所取代，这使得它的渐近性质的研究在数学上变得困难。通过引入单调函数并使用所谓的挤压规则，证明了该鲁棒估计器收敛于稳定系统。数值模拟结果表明，该估计器的估计精度可能优于Wang， Yang, Daniel, and Liu（2005）的估计器。
In this paper, results of robust estimation of Zhou (2010a) are extended to state estimation with missing measurements. A new procedure is derived which inherits the main properties of that of Zhou (2010a). In this extension, a covariance matrix used in the recursions is replaced by its estimate which makes its asymptotic property investigation mathematically difficult. Though introducing a monotonic function and using the so-called squeeze rule, this new robust estimator is proved to converge to a stable system. Numerical simulation results indicate that the proposed estimator may have an estimation accuracy better than the estimator of Wang, Yang, Daniel, and Liu (2005).