State Estimation for Linear Constrained Systems with Unknown Input

被引：0

作者：

WEN Chuanbo ^{[1
,2
]}

CAI Yunze ^{[1
]}

机构：

[1] Department of Automation,Shanghai Jiao Tong University

[2] College of Electric Engineering,Shanghai Dianji University

来源：

ChineseJournalofElectronics | 2014年 / 23卷 / 03期

基金：

上海市自然科学基金;

关键词：

Constrained filtering; Estimate error co-variance; Unknown input; Singular system;

D O I：

暂无

中图分类号：

TN713 [滤波技术、滤波器];

学科分类号：

080902 ;

摘要：

This paper deals with the filtering problem for linear discrete constrained dynamic systems with unknown input. The constraint matrix and constraint vector in this system are allowed to vary in the value and in the dimension. The original full state is separated into two parts,and the estimate of the state is reduced to find the optimal estimate of a singular system. The estimable condition is researched and a recursive estimator for the original full state is presented. A rigorous mathematical induction is given to compare the performance of our approach to that of the existing method without constraint. A numerical example is presented to demonstrate the effectiveness of the new method.

引用

页码：539 / 544

页数：6

共 5 条

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