基于OBE算法的自适应集员状态估计

Adaptive Set-Membership State Estimation with Optimal Bounding Ellipsoid

研究了具有椭球集合描述的离散时间动态线性系统的状态估计问题 .从提高计算的有效性和可实现性的角度出发 ,通过在不同的更新阶段采用优化定界椭球 (OBE)算法 ,提出了一种新颖的解决状态估计的方法 .通过与ROBP (recursivestateboundingbyparallelotopes)算法和Kalman滤波的仿真比较 ,验证了本方法的性能 .

The problem for recursive estimation of state bounding of a discrete time linear dynamic system in ellipsoidal sets is addressed. A novel method based on optimal bounding ellipsoid (OBE) algorithmic procedure at each stage of updating is presented to improve computational efficiency and practicability. Simulation results and performance comparisons with ROBP algorithm and Kalman filter are also given.