Numerically robust synthesis of discrete-time H[infinity] estimators based on dual J-lossless factorisations

• Autorzy: Suchomski P.
• Języki publikacji: EN

Abstrakty

EN

An approach to the numerically reliable synthesis of the H[infinity] suboptimal state estimators for discretised continuous-time processes is presented. The approach is based on suitable dual J-lossless factorisations of chain-scattering representations of estimated processes. It is demonstrated that for a sufficiently small sampling period the standard forward shift operator techniques may become ill-conditioned and numerical robustness of the design procedures can be significantly improved by employing the so-called delta operator models of the process. State-space models of all H[infinity] sub-optimal estimators are obtained by considering the suitable delta-domain algebraic Riccati equation and the corresponding generalised eigenproblem formulation. A relative condition number of this equation is used as a measure of its numerical conditioning. Both regular problems concerning models having no zeros on the boundary of the delta-domain stability region and irregular (non-standard) problems of models with such zeros are examined. For the first case, an approach based on a dual J-lossless factorisation is proposed while in the second case an extended dual J-lossless factorisation based on a zero compensator technique s required. Two numerical examples are given to illustrate some properties of the considered delta-domain approach.

Słowa kluczowe

EN

discrete-time systems; state estimation; linear filters; Riccati equation; numerical methods

PL

system dyskretno-czasowy; estymacja; filtr liniowy; równanie Riccatiego; metody numeryczne

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2003
• Tom: Vol. 32, no 4
• Strony: 761--802
• Opis fizyczny: Bibliogr. 79 poz., wykr.

Twórcy

autor

Suchomski P.

• Department of Automatic Control, Faculty of Electronics, Telecommunication and Computer Science, Gdańsk University of Technology, Narutowicza 11/12, 80-952 Gdańsk, Poland,

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