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Sampled data Estimation with Appointed Covariance for Continuous time Systems(PDF)

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
1998年02期
Page:
13-16
Research Field:
Publishing date:

Info

Title:
Sampled data Estimation with Appointed Covariance for Continuous time Systems
Author(s):
Huo Peijun Wang Zidong
School of Information, NUST, Nanjing 210094
Keywords:
linear systems co nt inuous systems discrete systems sampled-data est imat ion f ilter gain intersample behavior
PACS:
TP271.61
DOI:
-
Abstract:
In the pr esent paper , a sampled-data est imation co variance is def ined by taking complete account o f intersample behavior. It is shown that the sampled-data est imat ion co variance is mo re suitable as a per formance criterion for sampled-data est imat ion. Based on this definition, the sampled-data est imat ion cov ar iance assignment problem is consider ed. T he main purpose o f this pr oblem is to desig n f ilter gains such that the sampled-data est imat io n covariance achieves a prespecified value. The pro blem addressed is reduced to the design o f a linear f ilter fo r a fictit ious discrete-t ime system. Both the ex istence conditio ns and the explicit ex pression of the desired f ilters are given. Compar ed w ith t radit ional sampled-data est imat ion approaches, the method prov ided in this paper is more accurate and convenient . An illustr at ive ex ample is provided to demo nst rate the directness and effect iveness of the design procedure.

References:

1 Fujioka H, Har a S. State cova ria nce assignment for sampled-data feedback co ntro l systems.Int J Co ntro l, 1995, 61( 3) : 719~737
2 Fujio ka H, Har a S. State cov ariance assig nment pro blem w ith measur ement no ise: a unified appr oach based on a symmet ric matr ix equa tio n. Linear Algebr a and It s Applicatio ns, 1994,20( 3) : 579~605

Memo

Memo:
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Last Update: 2013-03-29