分布参数随机系统的条件滤波方法

针对分布参数随机系统在其控制输入,系统输出存在观测噪声情况下,提出了分布参数随机系统的条件滤波方法,使得在获得系统状态的最优估计的同时,可以得到关于不确知的控制输入的最优估值,该算法所具有的系统状态和控制输入的估计器结构上的相似性,为降低分布参数系统的滤波算法数值计算上的复杂性提供了一种解决途径,也使得该算法在工程实际中有较大的应用前景.

Method of Conditional Filtering for Stochastic System with Distributed Parameters

In the case of the stochastic system with distributed parameters exist observation noise in its control input and its control output, the conditional filtering method of the stochastie system with distributed parameters is presented.While the optimum estimation of system state is obtained, the optimum estimation value of unknown control input can be obtained at the same time, the algorithm with the structure's similarity of system state and control input estimated device, the algorithm provides a new approach to reduce value computatioonal complexity of filtering algorithm of distributed parameters system, and has a wide application prospect in enginerring practice.