Optimal ℋ2 filtering for linear stochastic systems with multiplicative white noise perturbations and sampled measurements

机译：具有乘性白噪声扰动和采样测量的线性随机系统的最优ℋ 2 滤波

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper addresses the problem of optimal ℋ filtering for a class of continuous-time stochastic systems with periodic sampled measurements. The class of admissible filters consists of deterministic continuous-time periodic systems with finite jumps. The optimal solution of the considered optimization problem is obtained by integrating a suitably defined generalized continuous-time Riccati equation with finite jumps.

机译：本文针对一类具有周期性采样测量的连续时间随机系统的最优ℋ滤波问题。允许滤波器的类别由具有有限跳跃的确定性连续时间周期系统组成。通过将适当定义的广义连续时间Riccati方程与有限跳变进行积分，可以得出所考虑的优化问题的最优解。

著录项

来源
《International Conference on Informatics in Control, Automation and Robotics》|2015年|489-496|共8页
会议地点
作者
Dragan Vasile; Aberkane Samir; Popa Ioan-Lucian;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类
关键词
Chlorine; Differential equations; Geophysical measurements; Linear systems; Riccati equations; Stochastic systems; Yttrium; ℋinf2/inf Filtering; Riccati Differential Equations; Sampled Data; Stochastic Systems;

机译：氯;微分方程;地球物理测量;线性系统; Riccati方程;随机系统;钇; in 2 过滤; Riccati微分方程;采样数据随机系统;

相似文献

外文文献
中文文献
专利

1. Optimal H-2 filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements [J] . Dragan Vasile, Aberkane Samir, Popa Ioan-Lucian Journal of the Franklin Institute . 2015,第12期

机译：具有乘性白噪声扰动和采样测量的周期线性随机系统的最优H-2滤波
2. Optimal Filtering for Discrete-Time Linear Systems With Multiplicative White Noise Perturbations and Periodic Coefficients [J] . Dragan V. Automatic Control, IEEE Transactions on . 2013,第4期

机译：具有乘性白噪声摄动和周期系数的离散线性系统的最优滤波
3. Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping [J] . Dragan Vasile, Mukaidani Hiroaki Optimal Control Applications and Methods . 2017,第2期

机译：具有乘法白噪声扰动和马尔可夫跳跃的奇异扰动线性随机系统的最佳控制
4. Optimal ?2 filtering for linear stochastic systems with multiplicative white noise perturbations and sampled measurements [C] . Dragan Vasile, Aberkane Samir, Popa Ioan-Lucian International Conference on Informatics in Control, Automation and Robotics . 2015

机译：最佳函数？ 2 线性随机系统的滤波，具有乘法白噪声扰动和采样测量
5. OPTIMAL ADAPTIVE STOCHASTIC CONTROL OF LINEAR DYNAMICAL SYSTEMS WITH MULTIPLICATIVE AND ADDITIVE NOISE [D] . PANOSSIAN, HAGOP VARTEVAR 1981

机译：具乘加性噪声的线性动力学系统的最优自适应随机控制
6. Weighted Measurement Fusion Particle Filter for Nonlinear Systems with Correlated Noises [O] . Ke Wei Zhang, Gang Hao, Shu Li Sun 2018

机译：具有相关噪声的非线性系统的加权测量融合粒子滤波
7. H∞ functional filtering for stochastic bilinear systems with multiplicative noises [O] . S. Halabi, H. Souley Ali, H. Rafaralahy, 2009

机译： H ∞< / MML：MI> 随机双线性系统的功能过滤，具有乘法噪声
8. Optimal Projection Equations for Discrete-Time Fixed-Order Dynamic Compensation of Linear Systems with Multiplicative White Noise [R] . Bernstein, D. S., Haddad, W. M. 1987

机译：具有乘性白噪声的线性系统离散时间定阶动态补偿的最优投影方程

Optimal ℋ2 filtering for linear stochastic systems with multiplicative white noise perturbations and sampled measurements

摘要

著录项

相似文献

相关主题

期刊订阅