Constrained linear minimax filter for systems with large plant uncertainties
作者:
S. VATHSAL,
I. G. SARMA,
期刊:
International Journal of Systems Science
(Taylor Available online 1974)
卷期:
Volume 5,
issue 5
页码: 479-492
ISSN:0020-7721
年代: 1974
DOI:10.1080/00207727408920116
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper presents a method of designing a minimax filter in the presence of large plant uncertainties and constraints on the mean squared values of the estimates. The minimax filtering problem is reformulated in the framework of a deterministic optimal control problem and the method of solution employed, invokes the matrix Minimum Principle. The constrained linear filter and its relation to singular control problems has been illustrated. For the class of problems considered here it is shown that the filter can he constrained separately after carrying out the mini maximization. Numorieal examples are presented to illustrate the results.
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