A system state reverse estimation method of finite estimation interval is introduced
A technology for estimating intervals and system states, applied in complex mathematical operations, measuring devices, instruments, etc., can solve problems such as difficult application of forward estimation
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[0056] The embodiment of the present invention discloses a system state reverse estimation method that introduces a limited estimation interval, refer to figure 1 As shown, the specific steps of the reverse estimation method include,
[0057] In the first step, a linear Gaussian state-space model is constructed for the control loop including the controller:
[0058]
[0059] Among them, k is the time series; x k is the system state variable; y k is the noise-containing observation signal; u k-1 is the controller output; w k-1 is process white noise, and w k-1 ~N(0,Q k ) obey Gaussian distribution; Q k is the known process noise variance, v k is to measure white noise, and v k ~N(0,R k ) obey Gaussian distribution; R k is the observation noise variance; A is the dynamic matrix of the system state; E is the system actuator matrix; C is the observation dynamic matrix; D is the process noise dynamic matrix.
[0060] Due to the relatively large dimension of the state ...
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Abstract
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