Sensitivity Penalization Based Robust State Estimation for Uncertain Linear Systems

被引：54

作者：

Zhou, Tong ^{[1
]}

机构：

[1] Tsinghua Univ, Dept Automat & TNList, Beijing 100084, Peoples R China

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2010年 / 55卷 / 04期

关键词：

Recursive state estimation; regularized least-squares; robustness; structured parametric uncertainty;

D O I：

10.1109/TAC.2010.2041681

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This technical note deals with robust state estimation when parametric uncertainties nonlinearly affect a plant state-space model, based on a simultaneous minimization of nominal estimation errors and their sensitivities. An analytic solution is derived for the optimal estimator which can be recursively realized. This estimator has a form similar to the robust estimator of [6], and its computational complexity is comparable to the Kalman filter. Under certain conditions, this robust estimator is proved to converge to a stable system, its estimation errors have a bounded covariance matrix, and the estimate is asymptotically unbiased. Numerical simulations show that the obtained estimator has nice estimation performances.

引用

页码：1018 / 1024

页数：7

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