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| 基于LMI的具有一类不确定性数据的参数估计 | |
| 引用本文： | 杨智慧,毛剑琴,魏可惠. 基于LMI的具有一类不确定性数据的参数估计[J]. 北京航空航天大学学报, 2000, 26(4): 481-484 |
| 作者姓名： | 杨智慧 毛剑琴 魏可惠 |
| 作者单位： | 1. 北京航空航天大学,理学院 2. 中国工程物理研究院,电子工程研究所 |
| 基金项目： | 高等学校博士学科点专项科研项目;9603; |
| 摘 要： | 对于系数矩阵 A和观测向量b 存在不确定性的情况,本文提出了一种基于线性矩阵不等式(LMI)的参数估计方法,这种方法适用于不确定性的先验界已知的情况.由此而得到的算法计算更为简单,实用并具有一般性.文中给出了计算公式的推导、解的分析,并针对几种特殊的情况进行了讨论.最后给出了仿真结果. |
| 关 键 词： | 参数估计 不确定系统 最小二乘法 线性矩阵不等式 |
| 收稿时间： | 1998-12-30 |
Parameter Estimation Based on LMI with Bounded Data Uncertainties |
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| YANG Zhi-hui,MAO Jian-qin,WEI Ke-hui. Parameter Estimation Based on LMI with Bounded Data Uncertainties[J]. Journal of Beijing University of Aeronautics and Astronautics, 2000, 26(4): 481-484 | |
| Authors: | YANG Zhi-hui MAO Jian-qin WEI Ke-hui |
| Affiliation: | 1. Beijing University of Aeronautics and Astronautics,School of Science; 2. Academe of Engineering Physics,P.O.Box 517, Chengdu |
| Abstract: | A class of parameter estimation problem is put forth with bounded data uncertainties, and solved it based on linear matrix inequalities (LMI). The uncertainties are expressed by a priori bounds on perturbations of coefficient matrix and its elements, which covers some situations explored in [3] and [4] and is a more general one. Thus, the proposed method, which based on LMI, is simple, practical, and general. We analyzed the solution, and discussed several special cases, such as selected columns are subject to perturbations. Simulation results give more details of the proposed method. |
| Keywords: | parameter estimations uncertain systems least squares methods linear matrix inequalities |
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