摘要
研究了具有对数量化器的离散时间系统的有限时间量化估计问题。利用扇形界的方法给出了量化误差,进一步设计了有限时间的量化估计器,使得对于由所有的量化新息给出的量化估计误差都在一个有限界之内,并且使得这个界在范数意义下尽可能的小。最后通过求解一个与量化新息有关的黎卡提方程得到了量化估计器。
This paper is concerned with the finite-horizon filtering estimation problem by using the reductive information of the quantized innovations from the innovations. We consider the case where the quantizer is logarithmic, and an up- per bound of the estimation error covariance is derived for all the quantized innovations. The calculation of the filter in- volves solving a Riccati equation related to the quantized innovations.
作者
魏丽
张焕水
付敏跃
WEI Li;ZHANG Huan-shui;FU Min-yue(School of Control Science and Engineering,Shandong University,Jinan 250061,Shandong,China;School of Electrical Engineering and Computer Science,The University of Newcastle,NSW 2308,Callaghan,Australia)
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2012年第1期55-61,共7页
Journal of Shandong University(Natural Science)
基金
Supported by the Taishan Scholar Construction Engineering by Shandong Government
the National Natural Science Foundation for Distinguished Young Scholars of China(60825304)
the Major State Basic Research Development Program of China(973 Program)(2009cb320600)
Yangtse Rive Scholar Bonus Schemes(31400080963017)
关键词
离散时间系统
对数量化器
量化估计
扇形界
discrete.time system
logarithmic quantizer
quantized estimation
sector bound