吉林大学学报(工学版) ›› 2014, Vol. 44 ›› Issue (4): 1057-1061.doi: 10.13229/j.cnki.jdxbgxb201404024

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测量丢失不确定性系统的迭代鲁棒滤波

冯建鑫, 王挺峰, 郭劲   

  1. 中国科学院 长春光学精密机械与物理研究所 激光与物质相互作用国家重点实验室, 长春 130033
  • 收稿日期:2013-02-21 出版日期:2014-07-01 发布日期:2014-07-01
  • 作者简介:冯建鑫(1982-), 男, 助理研究员, 博士.研究方向:鲁棒滤波, 多传感器数据融合. E-mail:fengjx774@gmail.com
  • 基金资助:
    国家自然科学基金项目(61203030)

Iterative robust filtering for uncertain systems with missing measurements

FENG Jian-xin, WANG Ting-feng, GUO Jin   

  1. State Key Laboratory of Laser Interaction with Matter, Changchun Institute of Optics, Fine Mechanics and Physics, Chinese Academy of Sciences, Changchun 130033, China
  • Received:2013-02-21 Online:2014-07-01 Published:2014-07-01

摘要: 针对动态系统中存在的输入不确定性、模型参数不确定性和测量丢失, 提出了基于迭代策略的鲁棒滤波方法。用模有界的变量来描述系统输入不确定性和模型参数不确定性, 测量数据传输过程中存在的丢失现象满足一个已知概率分布的随机二进制序列。利用博弈论获得了最小二乘鲁棒滤波器, 在此基础上利用迭代策略设计了所期望的迭代鲁棒滤波器。仿真结果验证了本文方法的有效性。

关键词: 自动控制技术, 不确定性, 测量丢失, 博弈论, 迭代鲁棒滤波

Abstract: An iterative robust filtering algorithm was proposed for a class of dynamic systems with input uncertainties, model parameter uncertainties and missing measurements. A norm-bounded variable was used to describe the system input uncertainties and model parameter uncertainties. The phenomenon that the measured data is missing during the transmission obeys a stochastic binary switch sequence with a known conditional probability distribution. A least-square robust filter was obtained via min-max game theory. Then, on this basis, the desired iterative robust filter was designed via an iterative tactic. Simulation results demonstrate the effectiveness of the proposed approaches.

Key words: automatic control technology, uncertainty, missing measurements, game theory, iterative robust filtering

中图分类号: 

  • TP273
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