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Media type:
E-Article
Title:
Optimal state estimation for singular system with stochastic uncertain parameter
Contributor:
Yu, Xingkai;
Li, Jianxun
Published:
Wiley, 2020
Published in:
Optimal Control Applications and Methods, 41 (2020) 4, Seite 1001-1015
Language:
English
DOI:
10.1002/oca.2578
ISSN:
0143-2087;
1099-1514
Origination:
Footnote:
Description:
SummaryThis article studies singular systems with uncertain parameters by using a direct method which is called the first restricted equivalent transformation (FRET). The stochastic uncertain parameters we studied in the article, which are more general and challenging, are different from the two existing types: time‐invariant parameters and time‐varying parameters. We propose an optimal filtering algorithm to filter out artifacts, such as noise, from the uncertain parameter by using the projection theorem and the FRET. The proposed algorithm guarantees optimum in the sense of linear minimum mean‐square error. Simulation results verify the proposed algorithm.