【摘要】 当线性动态系统的参数已知,设计常增益滤波的最优控制方法已在文献〔1〕中做了讨论。在本文中我们将上述方法推广到未知参数的系统。我们首先用扩大维数的方法,以广义 Kalman 滤波估计参数,然后得到本系统的最优瞬态常增益滤波。最后用实例说明我们的方法对于设计含有未知参数的常增益的滤波是有效的和简单的。更多还原

【Abstract】 In cases where parameters of linear dynamic system are known,an optimal con-trol scheme for the design of a constant gain filter was proposed〔1〕.In this paper,we have generalized the above method and used it in systems with unknown parame-ters.First,we identify the unknown parameters by generalized Kalman filter inthe expansion of the dimension system;Hence,we obtain the optimal transient con-stant gain filters of the system.A case study shows that our method is effectiveand simple for the design of a constant gain filter with unknown parameters in thesystem更多还原