OPTIMAL-DESIGN OF ROBUST PREDICTORS FOR LINEAR DISCRETE-TIME-SYSTEMS

被引：14
作者：
BOLZERN, P
COLANERI, P
DENICOLAO, G
机构：
[1] POLITECN MILAN,DIPARTIMENTO ELETTRON & INFORMAT,I-20133 MILAN,ITALY
[2] UNIV PAVIA,DIPARTIMENTO INFORMAT & SISTEMIST,I-27100 PAVIA,ITALY
来源：
SYSTEMS & CONTROL LETTERS | 1995年 / 26卷 / 01期
关键词：
LINEAR SYSTEMS; DISCRETE-TIME SYSTEMS; ROBUST FILTERING; PREDICTION; RICCATI EQUATION;
D O I：
10.1016/0167-6911(94)00106-6
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The one-step-ahead prediction problem for systems subject to parameter uncertainty in the system dynamics and noise statistics is considered, The objective is the design of a robust predictor that minimizes an upper bound of the error covariance, Sufficient and necessary conditions for the existence of such an optimal robust estimator are given. The computation of the predictor is based on the stabilizing solution of a suitable H(i)nfinity-type Riccati equation, In the uncertainty-free case the robust predictor reduces to the standard Kalman predictor.
引用
收藏
页码：25 / 31
页数：7
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