Recursive estimator for linear and nonlinear systems with uncertain observations

被引：78

作者：

NaNacara, W ^{[1
]}

Yaz, EE ^{[1
]}

机构：

[1] Univ Arkansas, Dept Elect Engn, Fayetteville, AR 72701 USA

来源：

SIGNAL PROCESSING | 1997年 / 62卷 / 02期

关键词：

state estimation; discrete-time systems; stochastic-coefficient models; nonlinear estimation;

D O I：

10.1016/S0165-1684(97)00126-6

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The state estimation problem with observations which may or may not contain a signal at any sample time is considered from a covariance assignment viewpoint. The closed form solution for directly assigning steady state estimation error covariances and their assignability conditions are derived for the linear case. For the nonlinear case, upper bounds on the estimation error covariance are assigned, Examples are given for illustration in which the robustness of the proposed schemes are assessed. (C) 1997 Elsevier Science B,V.

引用

页码：215 / 228

页数：14

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