多步随机观测滞后系统极大极小鲁棒Kalman估计
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O231.1

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国家自然科学基金项目(62263009);广西自然科学基金项目(GXNSFAA069941, GXNSFAA069180).


Minimax robust Kalman estimation for system with multistep random measurement delays
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    摘要:

    研究具有不确定噪声方差和多步随机观测滞后系统的极大极小鲁棒Kalman估计问题. 采用一组概率已知的Bernoulli分布随机变量描述传感器到估值器的多步随机观测滞后; 利用Hadamard乘积改进虚拟噪声方法, 将原系统转化为仅带不确定虚拟噪声方差的系统; 基于极大极小鲁棒估计原理, 设计鲁棒稳态Kalman预报器、滤波器和平滑器; 利用Lyapunov方程方法、Gerŝgorin圆盘定理和矩阵初等变换证明所设计估值器的鲁棒性, 即对所有容许的不确定性, 确保实际估计误差方差有最小上界, 并证明保守和实际估值器的精度关系. 最后通过F-404航空发动机系统仿真验证所提出方法的有效性.

    Abstract:

    The minimax robust Kalman estimation problem is addressed for systems with uncertain noise variance and multistep random measurement delays. A set of Bernoulli distributed random variables with known probability is used to describe the multistep random measurement delays from sensors to estimators. The Hadamard product is used to improve the fictitious noise method, then the original system is converted into one only with uncertain fictitious noise variance. The robust steady-state Kalman predictor, filter and smoother are designed based on the minimax robust estimation principle. The robustness is proved using the Lyapunov equation method, Gerŝgorin circle theorem and matrix elementary transformation. For all admissible uncertainties, the actual estimation error variance is guaranteed to have minimal upper bound. The accuracy relation of conservative and actual estimators is proved. A simulation example of the F-404 aircraft engine system illustrates the effectiveness of the proposed method.

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杨春山,赵颖.多步随机观测滞后系统极大极小鲁棒Kalman估计[J].控制与决策,2026,41(1):93-100

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  • 收稿日期:2025-04-16
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  • 在线发布日期: 2025-12-30
  • 出版日期: 2026-01-10
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