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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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