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自动化学报 2010
二维随机FM-II系统的状态估计DOI: 10.3724/SP.J.1004.2010.00755, PP. 756-761 Keywords: Two-dimensionalstochasticlinearsystems,stateestimation,H∞estimation,FM-IImodel,stochasticprocess,whitenoise Abstract: ？Thispaperisconcernedwithstateestimationoftwo-dimensional(2-D)discretestochasticsystems.First,2-Ddiscretestochasticsystemmodelisestablishedbyextendingsystemmatricesofthewell-knownFornasini-Marchesini'ssecondmodelintostochasticmatrices.Eachelementofthesestochasticmatricesissecond-orderweaklystationarywhitenoisesequences.Secondly,alinearandunbiasedfull-orderstateestimationproblemfor2-Ddiscretelinearstochasticmodelisformulated.Twoestimationproblemsconsideredarethedesignsforthemean-squareboundedestimationerrorandforthemean-squarestochasticversionofthesuboptimalH∞estimator,respectively.Ourresultscanbeseenasextensionsofthe2-Dlineardeterministiccase.Finally,illustrativeexamplesareprovided.
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