Innovation approach to reduced-order estimation of complementary states.
作者:
K M. NAGPAL,
R E. HELMICK,
C S. SIMS,
期刊:
International Journal of Systems Science
(Taylor Available online 1989)
卷期:
Volume 20,
issue 7
页码: 1195-1212
ISSN:0020-7721
年代: 1989
DOI:10.1080/00207728908910205
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A reduced-order algorithm for the smoothing of the complementary states of a linear system is developed. If there are l complementary states to be estimated, the smoothing problem using the reduced-order algorithm involves solving a hamiltonian system of equations of order 2l as compared to an order of 2n for full-order smoothing. We also obtain realizations for fixed interval smoothing using a two-filter structure, fixed point, and fixed lag smoothing. Equivalent filtering and smoothing problems for the discrete case are also discussed. Finally, an example is presented to show that the reduced-order algorithms perform quite satisfactorily compared to the optimal full-order Kalman-type algorithms. Given the computational savings, reduced-order complementary estimators might prove to be useful in situations where computation and memory limitations are an important factor.
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