帶相關(guān)噪聲、隨機(jī)觀測(cè)滯后和丟失的隨機(jī)不確定系統(tǒng)的最優(yōu)線性估值器
發(fā)布時(shí)間:2018-10-11 09:49
【摘要】:對(duì)帶有限步相關(guān)噪聲、乘性噪聲、多步隨機(jī)觀測(cè)滯后和丟失的復(fù)雜網(wǎng)絡(luò)化控制系統(tǒng),根據(jù)相關(guān)噪聲的步數(shù),分析了噪聲和狀態(tài)、噪聲和觀測(cè)、噪聲和新息、觀測(cè)和新息、狀態(tài)和新息之間的相關(guān)性,給出了相關(guān)陣的遞推計(jì)算公式.利用射影理論,提出了線性最小方差最優(yōu)線性估值器,包括濾波器、預(yù)報(bào)器和平滑器.一個(gè)網(wǎng)絡(luò)監(jiān)測(cè)環(huán)境下的三容器水箱系統(tǒng)的實(shí)例仿真,驗(yàn)證了算法的有效性.
[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.
【作者單位】: 黑龍江大學(xué)電子工程學(xué)院;
【基金】:國家自然科學(xué)基金項(xiàng)目(61573132) 黑龍江省杰出青年基金項(xiàng)目(JC201412) 黑龍江省博士后基金項(xiàng)目(LBH Z1226) 黑龍江省高?萍紕(chuàng)新團(tuán)隊(duì)支持項(xiàng)目(2012TD007)資助~~
【分類號(hào)】:TP273
本文編號(hào):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.
【作者單位】: 黑龍江大學(xué)電子工程學(xué)院;
【基金】:國家自然科學(xué)基金項(xiàng)目(61573132) 黑龍江省杰出青年基金項(xiàng)目(JC201412) 黑龍江省博士后基金項(xiàng)目(LBH Z1226) 黑龍江省高?萍紕(chuàng)新團(tuán)隊(duì)支持項(xiàng)目(2012TD007)資助~~
【分類號(hào)】:TP273
【相似文獻(xiàn)】
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1 張安民;李琦;韓崇昭;;一種任意相關(guān)噪聲異類傳感器測(cè)量融合算法[J];儀器儀表學(xué)報(bào);2006年05期
2 陳嘉鴻;韓九強(qiáng);席震東;張新曼;;一般相關(guān)噪聲下多傳感器平滑融合算法[J];自動(dòng)化學(xué)報(bào);2009年05期
,本文編號(hào):2263751
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