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Distributed fusion filtering method for simultaneously estimating unknown input and state

An unknown input, distributed technology, applied in the direction of impedance network, digital technology network, electrical components, etc., can solve problems such as no estimation of unknown input

Active Publication Date: 2018-05-04
HENAN UNIVERSITY OF TECHNOLOGY
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Problems solved by technology

[0007] Literature [Bai J,Sun S.Distributed fusion filtering for discrete-timestochastic linear systems with unknown inputs Intelligent Control and Automation,2008.World Congress on.IEEE]Although the state equation also has unknown inputs, it does not give an estimate of the unknown inputs

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  • Distributed fusion filtering method for simultaneously estimating unknown input and state
  • Distributed fusion filtering method for simultaneously estimating unknown input and state
  • Distributed fusion filtering method for simultaneously estimating unknown input and state

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[0062] The following will clearly and completely describe the technical solutions in the embodiments of the present invention with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only some, not all, embodiments of the present invention. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without making creative efforts belong to the protection scope of the present invention.

[0063] A distributed fusion filtering method for simultaneously estimating unknown input and state, the steps of which are as follows:

[0064] Consider a discrete linear time-varying system with multiple sensors

[0065] x(k+1)=A(k)x(k)+G(k)d(k)+w(k) (1)

[0066] the y i (k)=C i (k)x(k)+H i (k)d(k)+v i (k) (2)

[0067] Wherein, the subscript i represents the i-th sensor, i=1, 2, . . . , N, and N represents the number of sensors. state x(k)∈R n , an un...

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Abstract

The invention discloses a distributed fusion filtering method for simultaneously estimating an unknown input and a state, which is used for solving a problem that an existing distributed filter does not give out a state equation for estimating the unknown input. The distributed fusion filtering method comprises the following steps of: establishing a discrete linear time-varying system with a plurality of sensors; based on an observed quantity of each sensor, designing a three-step recursive filter; and deducing a cross-covariance matrix between any two local estimations, and then according tothe acquired local estimations and the cross-covariance matrix, giving out a distributed scalar weighting fusion filter of each component of the state by utilizing a linear minimum variance componenton the basis of a scalar weighting fusion estimation algorithm. The distributed fusion filtering method disclosed by the invention is superior to an existing distributed fusion filtering method in estimation accuracy on the state, and gives out unbiased estimation on the unknown input by utilizing the filtering algorithm for simultaneously estimating the unknown input and the state when the systemhas the unknown input with unknown statistic characteristics, and yet no estimation on the unknown input is given out in existing literatures.

Description

technical field [0001] The invention relates to the technical field of distributed filters, in particular to a distributed fusion filtering method for simultaneously estimating unknown inputs and states. Background technique [0002] The problem of state estimation for stochastic systems with unknown inputs, random disturbances or biases arises widely in control, communication, signal processing and fault diagnosis. For the estimation problem of a linear system with unknown input, Darouach M and Zasadzinski M designed a filter with an unknown input system under the assumption that the noises are independent of each other. The proposed filter does not depend on the unknown input and is based on the minimum variance estimation. There is no feedthrough matrix. Hou M, Patton R J gave the state estimation method when both the system and the sensor have unknown input, not only there is a one-step delay in the estimation of the unknown input, but most of the existing literature is...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): H03H17/02
CPCH03H17/0219
Inventor 文成林吴兰
Owner HENAN UNIVERSITY OF TECHNOLOGY
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