带相关噪声、随机观测滞后和丢失的随机不确定系统的最优线性估值器
发布时间：2018-10-11 09:49
【摘要】：对带有限步相关噪声、乘性噪声、多步随机观测滞后和丢失的复杂网络化控制系统,根据相关噪声的步数,分析了噪声和状态、噪声和观测、噪声和新息、观测和新息、状态和新息之间的相关性,给出了相关阵的递推计算公式.利用射影理论,提出了线性最小方差最优线性估值器,包括滤波器、预报器和平滑器.一个网络监测环境下的三容器水箱系统的实例仿真,验证了算法的有效性.
[Abstract]:For complex networked control systems with finite step correlation noise, multiplicative noise, multi-step random observation lag and loss, noise and state, noise and observation, noise and innovation, observation and innovation are analyzed according to the number of steps of correlation noise. The correlation between state and innovation is given, and the recursive calculation formula of correlation matrix is given. Based on projective theory, a linear minimum variance optimal linear estimator is proposed, including filter, predictor and smoother. The effectiveness of the algorithm is verified by an example of a three-vessel water tank system in a network monitoring environment.
【作者单位】： 黑龙江大学电子工程学院;
【基金】：国家自然科学基金项目(61573132) 黑龙江省杰出青年基金项目(JC201412) 黑龙江省博士后基金项目(LBH Z1226) 黑龙江省高校科技创新团队支持项目(2012TD007)资助~~
【分类号】：TP273
本文编号：2263751
[Abstract]:For complex networked control systems with finite step correlation noise, multiplicative noise, multi-step random observation lag and loss, noise and state, noise and observation, noise and innovation, observation and innovation are analyzed according to the number of steps of correlation noise. The correlation between state and innovation is given, and the recursive calculation formula of correlation matrix is given. Based on projective theory, a linear minimum variance optimal linear estimator is proposed, including filter, predictor and smoother. The effectiveness of the algorithm is verified by an example of a three-vessel water tank system in a network monitoring environment.
【作者单位】： 黑龙江大学电子工程学院;
【基金】：国家自然科学基金项目(61573132) 黑龙江省杰出青年基金项目(JC201412) 黑龙江省博士后基金项目(LBH Z1226) 黑龙江省高校科技创新团队支持项目(2012TD007)资助~~
【分类号】：TP273
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