Robust State and Input Simultaneous Estimation for Discrete-time Linear Time-Varying Uncertain Systems

摘要：

State and input simultaneous estimation for discrete-time linear time varying systems with norm-bounded parametric uncertainty are addressed in H∞ setting. Using linear quadratic game formulation, sufficient solvable conditions for the problem are presented in terms of solution to two Riccati equations. One possible estimator is then presented with separation innovation structure, where innovation is used to update state observation tuned by a gain matrix and simultaneously to provide input estimation through a projector matrix. With state and input simultaneous estimation ability, the proposed estimator has a wide application in control, filtering, signal processing and fault diagnosis.

关键词： Linear time-varying systems robust estimation game theory Riccati equation

作者: Fuqiang You Fuli Wang Zhizhong Mao Shouping Guan

作者单位: School of Information Science and Engineering, Northeastern University, Shenyang, China

会议类型: 国际会议

会议名称: 2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)

会议地点: 四川绵阳

会议语种:英文

页码: 2889-2892

在线出版日期: 2011-05-23（万方平台首次上网日期，不代表论文的发表时间）