| 聂煊赫,冯宇.一种基于量化通道的鲁棒最优混合滤波算法[J].高技术通讯(中文),2019,29(10):969~976 |
| 一种基于量化通道的鲁棒最优混合滤波算法 |
| A robust optimal hybrid filtering algorithm based on quantization channel |
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| DOI：10.3772/j.issn.1002-0470.2019.10.004 |
| 中文关键词: 多目标滤波； H∞高斯滤波； 纳什均衡； 对数量化； 网络化控制系统 |
| 英文关键词: multi-objective filtering, H∞ Gaussian filter, Nash equilibrium, logarithmic quantification, networked control system |
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| 摘要点击次数: 2446 |
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| 中文摘要: |
| 本文考虑观测数据处理和传输中所存在的对数量化现象，给出了一种针对线性时不变系统的鲁棒最优滤波器设计方法。该方法在确保系统鲁棒性的同时，实现了高斯白噪声和最差干扰情况下的最优均方估计。具体包括，基于2个耦合的修正代数黎卡提方程，由博弈论方法给出可行解，得到最差干扰情况下的鲁棒最优滤波器，并通过对系统均方稳定性的分析来确保设计过程的合理性。仿真结果表明，针对同时含有模型不确定性和白噪声的系统，该算法切实可行，估计效果良好。 |
| 英文摘要: |
| This paper designs a method of robust optimal filter for linear time-invariant system, where logarithmic quantization occurs during observation signals processing and transmission. This method achieves the optimal mean square estimation under Gaussian white noise and the worst interference, together with a guaranteed robust performance of system. Based on the game theoretical approach, the filter is obtained by solving two coupled modified algebraic Riccati equations, and stability of the system has been analyzed to ensure the rationality of the design process. Moreover, an example is given to show the effectiveness of the present result. |
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