摘要
提出线性时变离散随机系统状态观测器的包含问题。根据系统状态、输入和输出的包合，研究并给出一般情况下状态观测器及其性能指标包含的约束与聚集两类特殊条件，讨论了Ｋａｌｍａｎ滤波形式最优估计器的收缩条件。
n this paper, the inclusion of state observers of linear discrete-time time-varying stochastic systems is presented. Based on the inclusion of states, inputs and outputs, we derived the condition of restrictions and aggregations of state observers and their performance indices in general. Furthermore, the contractibility of estimators in Kalman filter forms is discussed especially.
出处
《控制与决策》
EI
CSCD
北大核心
1996年第4期475-479,共5页
Control and Decision
基金
国家教委留学回国人员科研基金
关键词
状态观测器
约束
聚集
随机系统
state observer
inclusion
restriction
aggregation
optimal estimator
