Adaptive state estimation method for autoregressive moving average system and closed-loop control system

An autoregressive sliding and state estimation technology, which is applied in the direction of adaptive control, general control system, control/regulation system, etc., can solve the problem of difficult autoregressive sliding average system state estimation, difficult to solve output noise propagation, and not well received research and solve problems

Active Publication Date: 2020-06-09
重庆冲程科技有限公司
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Problems solved by technology

However, how to estimate the state of this type of system has not been well studied and solved
[0005] To sum up, the existing problems in the existing technology are: the existing estimators are only designed for the general autoregressive moving average system, based on the assumption that the output of the system can be completely and accurately measured
When the system output is disturbed by noise, due to the autocorrelation of the system output, the state estimation value at subsequent moments will also be seriously disturbed, so the existing est...

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  • Adaptive state estimation method for autoregressive moving average system and closed-loop control system
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  • Adaptive state estimation method for autoregressive moving average system and closed-loop control system

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[0062] In order to enable those skilled in the art to better understand the solution of the present invention, the present invention will be further described in detail below in conjunction with the accompanying drawings and specific embodiments. Apparently, the described embodiments are only some of the embodiments of the present invention, but not all of them. 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] The terms "first", "second", "third" and "fourth" in the specification and claims of this application and the above drawings are used to distinguish different objects, rather than to describe a specific order . Furthermore, the terms "comprising" and "having", and any variations thereof, are intended to cover a non-exclusive inclusion. For example, a process, method, system, product, or device compris...

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Abstract

The invention discloses a method and device for carrying out adaptive state estimation on an autoregressive moving average system with additive output noise and control variables and a closed-loop control system. The method comprises the following steps: performing state space implementation on the autoregressive moving average system of which a preset application background is provided with additive output noise and a control variable; modeling the additive output noise of the autoregressive moving average system by utilizing an L2 norm regular term; simultaneously estimating the state valueand the output noise of the autoregressive moving average system by using a regularization least square method; and taking a regularization parameter for adjusting the detection intensity of the output noise as an optimal regularization parameter when an error between the sample variance of an estimated residual error and the variance of actual system noise is minimized. According to the invention, the negative influence of the output noise caused by the autocorrelation can be eliminated under the condition that the output of the system has the autocorrelation, and the method for performing adaptive unbiased estimation on the state value of the system is provided.

Description

technical field [0001] The present application relates to the technical field of discrete linear system filtering, in particular to a method, device and closed-loop control system for adaptive state estimation of an autoregressive moving average system with additive output noise and control variables. Background technique [0002] In control engineering, the autoregressive moving average system with control variables is widely used to describe the actual physical system. Autoregressive moving average system with control variables is a special discrete time series system, which is widely used in modeling and control design of actual physical systems in control engineering. The general autoregressive moving average system with control variables can achieve a good balance between the complexity of the model and the accuracy of the modeling when describing many real physical systems or dynamic processes. But because it does not take into account the influence of noise acting on...

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Application Information

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IPC IPC(8): G05B13/04
CPCG05B13/042
Inventor 殷乐申宇
Owner 重庆冲程科技有限公司
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