【摘要】 针对多观测时滞线性离散不确定系统,本文作者研究了最优鲁棒滤波问题.基于新息重组的方法和Hilbert空间上的投影理论,提出了一种简便有效的新方法,该方法主要是计算与原系统具有相同维数的多个Riccati方程和一个Lyapunov递推等式.与传统状态扩维的方法相比,该方法无需状态扩维,计算简单.最后通过一个仿真实例说明该算法的有效性.更多还原

【Abstract】 The optimal robust filtering for linear discrete-time uncertain systems with multiple delayed measurements was studied.A novel approach was presented based on the reorganized innovation theory and projection in Hilbert space.The calculation of this new method involves solving multiple Riccati difference equations of the same dimensions as the original systems and one Lyapunov equation.Compared with conventional state augmentation,the presented approach greatly lessens the computational demand.A numerical example and its simulation results are given to show the effectiveness of the proposed method.更多还原