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非匹配摄动系统协方差矩阵的定界估计
Bounds Evaluation of Covariance Matrix for Mismatch Pertubation Systems
【摘要】 基于Lyapunov 稳定性理论,在系统矩阵及噪声输入矩阵均存在非匹配摄动的一般情形下,研究随机系统稳态状态协方差的定界估计问题,通过求解两个代数Riccati方程,给出了该协方差矩阵上下界的估计式,并提供了一个说明性算例
【Abstract】 Based on Lyapunov theory ,this paper studies the bounds estimation of state covariance matrix for stochastic system when the system matrix and the noise input matrix have mismatch perturbations.Given solutions of two algebratic Riccati equations,the upper and lower bounds for covariance matrix are proposed and the application of the above methods in fire control model simplification is introduced.
【关键词】 不确定系统;
协方差矩阵;
Riccati方程;
定界估计;
【Key words】 uncertainty system; convariance matrix; riccati equation; bounds evaluation;
【Key words】 uncertainty system; convariance matrix; riccati equation; bounds evaluation;
【基金】 国家自然科学基金;国防科工委预研基金
- 【文献出处】 火力与指挥控制 ,FIRE CONTROL & COMMAND CONTROL , 编辑部邮箱 ,1999年03期
- 【分类号】V21
- 【下载频次】38