基于最优信息融合卡尔曼滤波的预测控制算法

Predictive Control Algorithm Based on Optimal Information Fusion Kalman Filter

针对噪声环境下的线性时不变系统,给出了基于最优信息融合卡尔曼滤波的预测控制算法.运用线性最小方差意义下的最优信息融合卡尔曼滤波方法获得状态估计,进而得到输出的N步超前预测值,最后通过最小化二次性能指标获得基于信息融合状态估计的控制输入.仿真实例验证了算法的有效性.

Aiming at the linear time-invariant system under noise condition, predictive control algorithm is presented based on optimal information fusion Kalman filter. By using the optimal information fusion Kalman filter in the linear minimum variance sense, the state estimators are derived. Further more,N steps ahead output pre- dictions are obtained. Finally, the control inputs based on information fusion state estimators are calculated by minimizing the quadratic cost. A simulation example illustrates the efficiency of this method.