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Krein space approach to decentralised H_∞state estimation

机译:Kerin空间方法用于分散H_∞状态估计

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摘要

A decentralised H_∞state estimation algorithm is proposed for the multisensor state estimation problems. The idea comes from the fact that he suboptimal H_∞state estimators are just Kalman filters in Krein space. By applying the alternative form of the the Kalman filter equations, which is considered to be more appropriate for the decentralised filters due to its structure, to the Krein space state-space model associated with the suboptimal H_∞state estimation problem, the Corresponding alternative form of the suboptimal H_∞state estimator is formulated.
机译:针对多传感器状态估计问题,提出了一种分散的H_∞状态估计算法。这个想法来自这样一个事实:他次优的H_∞状态估计量只是Kerin空间中的卡尔曼滤波器。通过将卡尔曼滤波器方程的替代形式(由于其结构而被认为更适合于分散滤波器)应用于与次优H_∞状态估计问题相关的Kerin空间状态空间模型,相应的替代形式制定了次优H_∞状态估计量的公式。

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