【作者】 赵海艳； 陈虹； 马彦； 张爱春；

【Author】 Zhao Haiyan Chen Hong Ma Yan Zhang Aichun (Department Control Science and Engineering Jilin University Changchun 130025 China)

【机构】 吉林大学通信工程学院控制科学与工程系；

【摘要】 针对测量输出不确定和范数有界参数不确定约束系统讨论了一种滚动时域估计(moving horizon estimation,MHE)方法。首先,根据测量输出值出错的概率情况,找到满足所有参数不确定性的估计误差方差上界,接着,将系统的硬约束直接表述在优化问题中,并在每个采样时刻极小化优化问题的性能指标,估计出系统的初始状态和作用在系统上的扰动,推算得到当前时刻的状态估计值。最后,给出了仿真结果并与鲁棒滤波方法进行了比较。更多还原

【Abstract】 A moving horizon estimation(MHE) strategy considering a constrained system with uncertain measurement output and norm-bounded parameter uncertainties is proposed Firstly based on the probability of occurrence of error output signal the bound of estimation error covariance can be obtained The state and disturbance are estimated by minimizing performance object and the estimation value is calculated by syncretizing optimize theory of Model Predictive Control Lastly simulation results and comparison results with the robust filter are given.更多还原