摘要
在参考文献[1,2]中已经讨论过离散时间随机分散系统的状态估计问题,但没有分析分散估计器的稳定性.本文研究了离散时间随机分散时变系统的次优分散状态估计的递推算法,并借助于离散时间系统的李雅普诺夫定理,在一定条件下证明了分散估计器的全局一致渐近稳定性.已知由 N
In this paper a suboptimal state estimate for the discrete-time stochastic decentralized systemx_i(k)=Φ_(?)(k,k-1)x_i(k-1)+sum from j=1 j≠i Φ_(ij)(k,k-1)x_j(k-1)+w_i(k-1),y_i(k)=H_i(k)x_i(k)+V_i(k)is discussed,and globally uniform asympotic stablity for the suboptimal estimator isconsidered under the conditions that the subsystems are uniformly completely control-lable and uniformly completely observable and the decentralized system is globallyuniformly completely observable.
出处
《系统科学与数学》
CSCD
北大核心
1990年第1期84-92,共9页
Journal of Systems Science and Mathematical Sciences
