• 论文 • 上一篇    下一篇

一类非均匀采样系统的最优状态滤波器

林红蕾1,马静1,孙书利2   

  1. 1. 黑龙江大学数学科学学院,哈尔滨,150080;  2.黑龙江大学电子工程学院,哈尔滨,150080
  • 出版日期:2012-06-25 发布日期:2012-08-22

林红蕾,马静,孙书利. 一类非均匀采样系统的最优状态滤波器[J]. 系统科学与数学, 2012, 32(6): 768-779.

LIN Honglei, MA Jing,SUN Shuli. OPTIMAL STATE FILTERS FOR A CLASS OF NON-UNIFORM SAMPLING SYSTEMS[J]. Journal of Systems Science and Mathematical Sciences, 2012, 32(6): 768-779.

OPTIMAL STATE FILTERS FOR A CLASS OF NON-UNIFORM SAMPLING SYSTEMS

LIN Honglei1, MA Jing1,SUN Shuli2   

  1. 1.School of Mathematics Science, Heilongjiang University, Harbin 150080; 2.School of Electronics Engineering, Heilongjiang University, Harbin 150080
  • Online:2012-06-25 Published:2012-08-22
研究了一类非均匀采样离散随机系统的最优滤波问题,其中系统状态以快速率均匀进行更新,观测以慢速率非均匀进行采样,且状态更新率为观测采样率的整数倍.建立了在观测采样点上的非增广的状态模型. 应用射影理论提出了在观测采样点上的线性最小方差最状态滤波器.进而,基于观测采样点上的状态估值,提出了在状态更新点上的状态滤波器.最后,分析了所提出的滤波器的渐近稳定性和稳态性能.仿真研究验证了算法的有效性.
Optimal filtering problem for a class of non-uniform sampling discrete stochas- tic systems is studied, where the system state is updated at a fast uniform sampling rate and the measurement is sampled at a slow non-uniform sampling rate. The state update rate is a multiple of the measurement sampling rate. The non-augmented state model at the measure- ment sampling points is established. Optimal state filters at the measurement sampling points are presented in the linear minimum variance sense using projection theory. Furthermore, the state filters at the state update points are presented based on the estimates at the measurement sampling points. Finally, the asymptotic stability and steady-state property of the proposed filters are analyzed. The simulation results verify the effectiveness of the proposed algorithm.

MR(2010)主题分类: 

()
[1] 慕莉,刘玉田. 用于动态无功补偿的无功功率超短期预测方法[J]. 系统科学与数学, 2012, 32(4): 429-437.
阅读次数
全文


摘要