%0 Journal Article
%T Hybrid Estimation of State and Input for Linear Discrete Time-varying Systems: A Game Theory Approach<br>线性离散时变系统的状态和输入混合估计: 一种对策方法
%A YOU Fu-Qiang
%A WANG Fu-Li
%A GUAN Shou-Ping
%A <br>尤富强
%A 王福利
%A 关守平
%J 自动化学报
%D 2008
%I 
%X The H∞ hybrid estimation problem for linear discrete time-varying systems is investigated in this paper, where estimated signals are linear combination of state and input. Design objective requires the worst-case energy gain from disturbance to estimation error to be less than a prescribed level. Optimal solution of the hybrid estimation problem is the saddle point of a two-player zero sum differential game. On the basis of the differential game approach, necessary and sufficient solvable conditions for the hybrid estimation problem are provided in terms of solutions to a Riccati differential equation. Moreover, one possible estimator is proposed if the solvable conditions are satisfied. The estimator is characterized by a gain matrix and an output mapping matrix, where the latter reflects the internal relations between unknown input and output estimation error. At last, a numerical example is provided to illustrate the proposed approach.
%K Time-varying system
%K input estimation
%K game theory
%K Riccati equation<br>Time-varying
%K system
%K input
%K estimation
%K game
%K theory
%K Riccati
%K equation
%K 线性
%K 离散时变系统
%K 状态
%K 输入
%K 混合估计
%K 对策方法
%K Systems
%K Discrete
%K Linear
%K Input
%K State
%K Estimation
%K Hybrid
%K Approach
%K numerical
%K example
%K internal
%K input
%K and
%K output
%K characterized
%K gain
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=19AAD4498823DB05AD2DFCE62D757856&yid=67289AFF6305E306&vid=339D79302DF62549&iid=B31275AF3241DB2D&sid=D559883475316B44&eid=B10D796AE1B3FEBD&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=11