Model validation and state estimation for uncertain continuous-time systems with missing discrete-continuous data

被引：52
作者：
Savkin, AV
Petersen, IR
Moheimani, SOR [1 ]
机构：
[1] Univ Newcastle, Dept Elect & Comp Engn, Newcastle, NSW 2308, Australia
[2] Univ Western Australia, Dept Elect & Elect Engn, Nedlands, WA 6009, Australia
[3] Univ Coll, Australian Def Force Acad, Dept Elect Engn, Campbell, ACT 2600, Australia
来源：
COMPUTERS & ELECTRICAL ENGINEERING | 1999年 / 25卷 / 01期
基金：
澳大利亚研究理事会;
关键词：
model validation; robust state estimation; uncertain systems; missing data; sampled data;
D O I：
10.1016/S0045-7906(98)00024-X
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper considers two related problems of state estimation and model validation for a class of uncertain linear systems. The main contribution of the paper is that it considers a general information structure which allows for discrete and continuous measurements as well as missing data. The results are given in terms of a recursive state estimator involving a jump Riccati differential equation and jump state equations. These equations can be solved on-line. (C) 1999 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：29 / 43
页数：15
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