Robust optimal filters of linear stochastic systems

线性随机系统的鲁棒最优滤波器

• 批准号: 22540158
• 负责人: TANIKAWA Akio
• 金额: $ 1.25万
• 依托单位: Osaka Institute of Technology
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2010
• 资助国家: 日本
• 起止时间: 2010 至 2012
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-22540158/
• 关键词: 確率論; 応用数学

Although the Kalman filter has been the most popular and widely used optimal filter for stochastic systems in practice, it is not a robust filter and so we cannot have good results often in simulations for the systems with mismatches between the actual systems and their mathematical models (i.e., the systems with modeling errors). Chen and Patton succeeded in proposing a simple filtering algorithm ODDO which is robust and optimal and can be applicable even to the systems with modeling errors. However, we later indicated that the ODDO was derived from their incorrect basic formula. In this project, we have succeeded in establishing a correct theory of robust optimal filters for stochastic systems with unknown disturbances and developing widely applicable algorithms (iterative methods) for practical systems.

虽然卡尔曼滤波器在实践中已经是随机系统最流行和最广泛使用的最优滤波器，但它不是鲁棒滤波器，因此对于实际系统与其数学模型之间存在失配的系统（即，具有建模误差的系统）。Chen和Patton成功地提出了一种简单的滤波算法ODDO，该算法具有鲁棒性和最优性，甚至可以应用于具有建模误差的系统。然而，我们后来指出，ODDO是从他们不正确的基本公式推导出来的。在这个项目中，我们成功地建立了具有未知干扰的随机系统的鲁棒最优滤波器的正确理论，并发展了广泛适用于实际系统的算法（迭代法）。

项目成果

Identification of partially unknown system matrix of discrete-time stochastic systems via pseudomeasurement approach.

通过伪测量方法识别离散时间随机系统的部分未知系统矩阵。

• 发表时间: 2012
• 作者: 小川重義;植村英明;A. Tanikawa and Y. Sawada.
• 通讯作者: A. Tanikawa and Y. Sawada.

Collision Detection and Control of Single-link Flexible Arm Using Optimal Disturbance Decoupling and Kalman Filters

使用最优干扰解耦和卡尔曼滤波器的单连杆柔性臂碰撞检测和控制

• DOI: 10.5687/iscie.25.336
• 发表时间: 2012
• 作者: Y. Sawada;A. Moritani;T. Fujimoto;A. Tanikawa
• 通讯作者: A. Tanikawa

An improved recursive algorithm of optimal filterfor discrete-time linear systems subject to colored observation noise

受有色观测噪声影响的离散时间线性系统最优滤波器的改进递归算法

• 发表时间: 2012
• 期刊: International Journal of Innovative Computing, Information and Control.
• 作者: R. Cada;S. Chiba;K. Ozeki;P. Vrana;K. Yoshimoto;Y. Sawada and A. Tanikawa
• 通讯作者: Y. Sawada and A. Tanikawa

Optimal state estimators for a class of discrete-time hnear systems with colored observation noise using improved recursive formula

使用改进的递归公式的一类具有有色观测噪声的离散时间线性系统的最优状态估计器

• 发表时间: 2010
• 作者: Y.Sawada;A.Tanikawa
• 通讯作者: A.Tanikawa

Identification of partially unknown system matrix of discrete-time stochastic systems via pseudomeasurement approach

离散时间随机系统部分未知系统矩阵的赝测量方法辨识

• 发表时间: 2012
• 作者: 田澤新成;谷川明夫
• 通讯作者: 谷川明夫