A Generalized Kalman Filter for 2D Discrete Systems

被引：0

作者：

Yun Zou

Mei Sheng

Ningfan Zhong

Shengyuan Xu

机构：

[1] Department of Automation,

[2] Nanjing University of Science and Technology,undefined

[3] Nanjing 210094,undefined

来源：

Circuits, Systems and Signal Processing | 2004年 / 23卷

关键词：

Estimation Error; White Noise; State Vector; Explicit Formulation; Kalman Filter;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper studies the problem of state estimator design for stochastic twodimensional (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：13