An optimal receding horizon FIR filter for continuous-time linear systems

被引：0

作者：

Kim, Du Yong ^{[1
]}

Shin, Vladimir ^{[1
]}

机构：

[1] Gwangju Inst Sci & Technol, Dept Mechatron, Gwangju, South Korea

来源：

2006 SICE-ICASE INTERNATIONAL JOINT CONFERENCE, VOLS 1-13 | 2006年

关键词：

receding horizon strategy; mean square error; Kalman filter; FIR filter;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A receding horizon filtering problem for linear dynamic systems is considered. In receding horizon strategy, past measurements outside horizon window are discarded. In this case horizon initial state has an arbitrary mean and infinite covariance. Under these conditions we present an optimal horizon finite-impulse response filter for continuous-time linear systems. The filter is described by differential equations with initial conditions determined by the Lyapunov equations.

引用

页码：4001 / +

页数：2

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