【摘要】 在随机线性不确定系统中,设计一个满意的状态估计器在工程中有很大的实际意义.首先,根据满意控制思想,针对一类在状态矩阵及噪声矩阵中均含有不确定性的随机系统,设计一种满意估计器,使预测误差系统在模型的参数发生扰动时,依然满足预先给定的设计约束指标,得到了满意估计问题求解的充分条件;然后根据分析给出了满意估计器设计的算法.这个算法表明,线性随机不确定系统的满意估计器的设计是有效可行的.更多还原

【Abstract】 In the Linear stochastic systems with uncertainties, designing a satisfactory State-estimation is of practical significance in the field of engineering. First, for state estimation problem of the linear stochastic systems with uncertainties in both the state matrix and the noise matrix, a new satisfactory estimator is constructed with stochastic theory, which can guarantee that estimator error system with bounded perturbed model parameter satisfies the constraint indexes that is given. Thus a sufficient condition of solving satisfactory estimation is obtained; secondly, the algorithm of designing satisfactory estimator is presented by analysis. The algorithm indicates that designing satisfactory estimator of linear stochastic systems with uncertainties is effective.更多还原