观测时滞连续系统的白噪声H2估计.PDF

39 3 ( ) 20096 Vol.39 No. 3 JOURNAL OF S ANDONG UNIVERSITY ( ENGINEERING SCIENCE) Jun. 2009 :2009) H 2 1 2 3 张志钢 ,赵洪国,焉杰 ( 1. , 250061; 2. , 271021; 3. , 266510) : 针对带有观测时滞的线性连续系统, 研究了输入白噪声 优估计器的设计问题. 基于新息重组分析理论和 ilbert 空间的正交投影定理, 提出了一种简便有效的新方法. 采用的关键技术是将时滞观测转化为无时滞观测, 从而可以通过求解与原系统同维的两 个微分Riccati方程, 得到白噪声的 优估计器. 该方法计算简单, 无须计算 复杂的偏微分Riccati方程或算子Riccati方程. : 去卷;新息重组;Riccati方程; 时滞系统;连续系统 :TP13 :A H 2 white noise estimation for linear continuoustime systems with delayed measurements 1 2 3 Z ANG Zhigang , Z AO ongguo , YAN Jie ( 1. School of Control Science and Engineering, Shandong University, Jinan 250061, China; 2. School of Information Science and Technology, Taishan University, Taian 271021, China; 3. College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, China) Abstract: TheH 2 optimal input white noise estimator for linear continuoustime stochastic systems with delayed measurements was studied. The proposed approach was based on the reorganization innovation methods and projection theory in ilbert space. The key technique of the proposed algorithm was converting the delayed measurements to nondelayed measurements. Then, The optimal white noise estimators were given by computing the solution of two standard Riccati equations with the same order as that of the original system. Theproposedmethod i