| 随机系统的后验椭球条件滤波方法 |
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| 引用本文： | 吴森堂.随机系统的后验椭球条件滤波方法[J].北京航空航天大学学报,1999,25(2):160-162. |
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| 作者姓名： | 吴森堂 |
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| 作者单位： | 北京航空航天大学 自动控制系 |
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| 基金项目： | 教育部留学回国人员科研启动基金 |
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| 摘 要： | 针对在随机系统中存在着不确知的控制输入,且系统的状态以及随机干扰的分布和参数未知情况下,基于后验椭球逼近的原理,提出了随机系统的后验椭球条件滤波方法,以保证所求解的椭球序列是包含着系统状态估值域的最小椭球序列.该方法是当先验统计信息不足时,尤其当系统状态及随机干扰的分布形式未知时,是解决随机系统状态估计的有效途径之一.
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| 关 键 词： | 随机系统 椭球 滤波算法 |
| 收稿时间： | 1997-12-15 |
Posterior Ellipsoids Conditional Filtering Method of Stochastic System |
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| Wu Sentang.Posterior Ellipsoids Conditional Filtering Method of Stochastic System[J].Journal of Beijing University of Aeronautics and Astronautics,1999,25(2):160-162. |
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| Authors: | Wu Sentang |
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| Institution: | Beijing University of Aeronautics and Astronautics,Dept. of Automatic Control |
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| Abstract: | In the case of unknown control vectors, unknown distribution and parameters of system state and that of stochastic interference existing in stochastic system, based on posterior ellipsoids approximation principle, an ellipsoids conditional filtering method of stochastic system is developed in this paper to ensure that the soluted ellipsoids sequence is the minimum ellipsoids sequence consisting of system state estimation field. This method is one of the effective ways in solving state statistics of stochastic system when the prior statistics information is not enough. |
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| Keywords: | stochastic systems ellipsoids filtering algorithm |
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