间歇量化测量值下状态估计问题的研究.docVIP

间歇量化测量值下状态估计问题的研究 张恒，程鹏，陈积明 浙江大学控制科学与工程学系，杭州 310027 摘要：本文研究了测量值存在间歇性以及量化的线性系统中的状态估计问题。本文的目标是设 计一个使系统状态估计达到最小均方误差的量化密度 ρ 和滤波增益 L。通过分析通信的丢包状 况，我们得到了量化密度 ρ 的下确界；在协方差矩阵收敛的假设下，我们设计了最优的滤波器 增益 L。最后我们用实例验证了研究结果。 关键词：控制理论与控制工程；线性系统；量化；丢包；卡尔曼滤波 中图分类号： TP13 State Estimation with Intermittent and Quantized Measurements ZHANG Heng, CHENG Peng, CHEN Jiming Department of Control Science and Engineering, Zhejiang University, Hangzhou 310027 Abstract: This paper studies the state estimation issue for the linear system with intermittent and quantized measurements. The target of this paper is to design the quantization density ρ and the ?lter gain L which can minimize the mean square error. From the analysis of package drop behaviour, we obtain the in?mum of the quantization density ρ. Under the assumption that covariance matrix is convergent, we can design the optimal ?lter gain L. Finally, an illustration example is shown to explain our results. Key words: Control Theory and Control Engineering; Linear System; Quantization; Packet Drop; Kalman Filter 0 Introduction State estimation is an important tool in the control systems. It can be used to estimate the internal state of dynamic system according to the measuring data. The data, which is obtained from the input and output measurements, is just the re?ection of the external characters, while the system dynamic rules are often described by the internal state variables [1]-[7]. Therefore, state estimation has important signi?cance for understanding and controlling the system. 基金项目： Specialized Research Fund for the Doctoral Program of Higher Education under grant 20100101110066. 作者简介： Zhang Heng (1981-), male, PhD, Networked sensing and control, ezhangheng@. Cheng Peng (1982-), male, associate professor, Networked sensing and control, pcheng@. Chen Jiming (1978- ), male, professor, estimation and control over sensor network, jmchen@. Correspondence author： Cheng Peng (1982-), male, associate professor, Networked sensing and contr