A generalized Kalman filter for 2D discrete systems

被引：8

作者：

Zou, Y ^{[1
]}

Sheng, M ^{[1
]}

Zhong, NF ^{[1
]}

Xu, SY ^{[1
]}

机构：

[1] Nanjing Univ Sci & Technol, Dept Automat, Nanjing 210094, Peoples R China

来源：

CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2004年 / 23卷 / 05期

关键词：

2D systems; discrete systems; Kalman filtering; stochastic systems;

D O I：

10.1007/s00034-004-0804-x

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper studies the problem of state estimator design for stochastic two-dimensional (2D) discrete systems described by the secondary 2D Fornasini-Marchesini odel subject to white noise in both the state and measurement equations. The aim is to design a 2D Kalman filter that minimizes the variance of the estimation error of the state vectors. An explicit formulation of the estimator is derived, based on which, an algorithm for the design of the desired Kalman filter is proposed. Finally, examples are provided to demonstrate the effectiveness of the proposed method.

引用

页码：351 / 364

页数：14

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