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基于多传感器的序贯式融合有限域H∞滤波方法

DOI: 10.3724/SP.J.1004.2013.01523, PP. 1523-1532

Keywords: 融合估计,序贯式融合,有限域H∞滤波,Krein空间

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Abstract:

?与集中式和分布式融合滤波器相比,序贯式融合滤波器不仅保证了估计精度相同,而且在对测量值即到达即滤波、部分测量值缺失等方面都具有灵活性、自适应性和实时性等特点.为此,本文针对一类噪声能量有界的多传感器动态系统,给出了一种序贯式融合有限域H∞滤波器.首先,利用测量值扩维的方法,给出一种集中式融合有限域H∞滤波器;然后,利用H∞滤波的性能指标与二次型不等式之间、以及Hilbert空间二次型的稳定点与Krein空间正交投影之间等的对应关系,构造出一种序贯式融合有限域H∞滤波器;最后,从理论与数值仿真两方面验证了新滤波器与集中式融合有限域H∞滤波器的性能等价性.

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