高勝 計東海
摘 要:針對一類具有隨機(jī)發(fā)生非線性和一步測量時滯的時變系統(tǒng)的濾波問題。通過引入服從伯努利分布的隨機(jī)序列,描述隨機(jī)發(fā)生非線性與一步測量時滯。與此同時,引入事件觸發(fā)傳輸機(jī)制且對所提出系統(tǒng)進(jìn)行增廣構(gòu)造出濾波器。從而提出一種具有一步測量時滯與隨機(jī)發(fā)生非線性的濾波算法。使同時存在一步測量時滯、噪聲和隨機(jī)發(fā)生非線性的情況下,可以采用放縮找到濾波誤差協(xié)方差矩陣的上界,并且通過設(shè)計濾波增益矩陣使得該上界的跡達(dá)到最小。最后,利用matlab算例仿真,驗證所提出濾波算法的真實性與實用性。
關(guān)鍵詞:時變離散系統(tǒng);一步測量時滯;隨機(jī)發(fā)生非線性;濾波
DOI:10.15938/j.jhust.2021.03.024
中圖分類號: O231
文獻(xiàn)標(biāo)志碼: A
文章編號: 1007-2683(2021)03-0160-07
Design on Filtering Algorithm with Random Nonlinearity
and One-step Measurement Delay
GAO Sheng, JI Dong-hai
(School of Science, Harbin University of Science Technology, Harbin 150080, China)
Abstract:This paper studies the filtering problem of a class of time-varying systems with random nonlinearity and one-step measurement delay. The random nonlinearity and one-step measurement delay are described by introducing the random sequences obeying Bernoulli distribution. At the same time, the event-triggered transmission mechanism is introduced and the proposed system is augmented to construct a filter. In this paper, a filtering algorithm with one-step measurement delay and random nonlinearity is proposed. When one-step measurement delay, noise and random nonlinearity exist at the same time, the upper bound of the covariance matrix of filtering error is found by scaling, and the trace of the upper bound is minimized by designing the filter gain matrix. Finally, the validity and practicability of the proposed filtering algorithm are verified by matlab simulation.
Keywords:discrete time-varying systems; one-step measurement delay; random nonlinearity; filter
0 引 言
作為現(xiàn)代控制理論的一個重要分支,卡爾曼濾波[1]得到了國內(nèi)外專家學(xué)者的廣泛研究??柭鼮V波是一種算法,且該算法具有遞推形式。卡爾曼濾波算法的優(yōu)點在于,其本身是一種遞推估計算法,不需要存儲所有的觀測信息,只需上一個估計時刻以及當(dāng)前時刻的信息即可求出當(dāng)前時刻的估計值,而且計算相對方便,存儲量也相對較小。但在實際工程中,傳統(tǒng)的卡爾曼濾波的缺點又是顯而易見的。如受外界因素的影響,我們并不能充分了解噪聲的統(tǒng)計特性,從而無法實現(xiàn)對卡爾曼濾波的最優(yōu)估計;處于實際運(yùn)動環(huán)境中,所建立模型與實際問題一般具有差異性。事實上,與日漸完善的線性系統(tǒng)相比,在實際環(huán)境中,系統(tǒng)往往是非線性的,并且有很多都是隨機(jī)發(fā)生的。文[2]研究了一類帶有隨機(jī)非線性與測量丟失的濾波問題。此外,考慮到隨機(jī)發(fā)生概率的不確定性,文[3]探討了不確定概率下帶有隨機(jī)非線性的狀態(tài)估計問題。帶有隨機(jī)發(fā)生非線性的系統(tǒng)的卡爾曼濾波問題也引起了廣泛的關(guān)注[4-8]。
在實際問題中,由于信息在傳輸過程中存在環(huán)境或技術(shù)因素的影響,必然會引發(fā)傳感器的時滯現(xiàn)象,影響網(wǎng)絡(luò)化控制系統(tǒng)的性能,在非線性系統(tǒng)中表現(xiàn)的更為突出[9]。文[10]敘述了時滯現(xiàn)象的不確定性,通過已知概率信息,處理了具有時變系統(tǒng)的漸進(jìn)均方穩(wěn)定問題。對于如何解決系統(tǒng)中的時滯現(xiàn)象已成為近年來學(xué)者們研究的熱點[11-15]。其中,文[15]為填補(bǔ)網(wǎng)絡(luò)延遲對系統(tǒng)的影響,采用了模糊邏輯調(diào)劑方法。文[16]為求解隨機(jī)有界時滯的狀態(tài)估計問題嘗試性地通過增廣的方式設(shè)計出了最小方差估計器。此外,文[17]考慮同時具有時滯與測量數(shù)據(jù)丟失的網(wǎng)絡(luò)控制系統(tǒng),探究了非脆弱L1濾波問題。
當(dāng)數(shù)據(jù)通過媒介進(jìn)行交換和傳輸時,由于網(wǎng)絡(luò)帶寬資源受限,往往會發(fā)生各類的網(wǎng)絡(luò)誘導(dǎo)現(xiàn)象。為了減少網(wǎng)絡(luò)傳輸壓力,節(jié)省網(wǎng)絡(luò)帶寬資源,在實際網(wǎng)絡(luò)化傳輸系統(tǒng)中,往往會加入相應(yīng)的傳輸協(xié)議,如Round-Robin協(xié)議[18-20],Try-Once-Discard協(xié)議[21-23]等,本文中所考慮的是事件觸發(fā)傳輸協(xié)議。在以往的研究中,研究者們考慮的往往都是時間觸發(fā)協(xié)議,但是時間觸發(fā)協(xié)議不能充分利用有限的網(wǎng)絡(luò)資源,而且在進(jìn)行數(shù)據(jù)傳輸時,數(shù)據(jù)中包含的新信息特別有限,對原本就有限的網(wǎng)絡(luò)資源造成了極大浪費(fèi)。不同于時間觸發(fā),事件觸發(fā)的基本思想是“按需分配”,只有在系統(tǒng)滿足一定的條件時,數(shù)據(jù)才會進(jìn)行傳遞。本文引入事件觸發(fā)協(xié)議,可以有效地利用通信資源和維護(hù)系統(tǒng)穩(wěn)定。其中為針對時變的網(wǎng)絡(luò)誘導(dǎo)時滯,保證系統(tǒng)的有界輸入-有界輸出穩(wěn)定性,文[24]提出了基于事件觸發(fā)機(jī)制的控制策略。文[25]又通過基于事件觸發(fā)機(jī)制的自適應(yīng)差分調(diào)制方法,比較有效地解決了在數(shù)據(jù)丟失情形下的控制問題。
鑒于上述討論,本文目的是提出一種魯棒濾波方法,用于傳感器網(wǎng)絡(luò)上具有時滯、測量噪聲和隨機(jī)發(fā)生非線性的離散時變系統(tǒng)。利用伯努利分布隨機(jī)變量,描述一步測量時滯與隨機(jī)發(fā)生非線性現(xiàn)象。本文主要貢獻(xiàn)如下:①研究測量時滯、測量噪聲以及隨機(jī)發(fā)生非線性同時存在的情況下離散時變系統(tǒng),所考慮的模型更具一般性;②給出了具有隨機(jī)發(fā)生非線性的系統(tǒng)的濾波方法,通過求解兩個類黎卡提差分方程,得到了濾波誤差協(xié)方差上界,并且設(shè)計了適當(dāng)?shù)臑V波器參數(shù)使上界的跡達(dá)到最小。
2 模型建立
考慮具有隨機(jī)發(fā)生非線性和傳感器隨機(jī)一步測量時滯的離散時變動態(tài)系統(tǒng):
x→k+1=A→kx→k+αkf→(x→k)+B→kω→k
y→k=C→kx→k+ν→k
yk=λky→k+(1-λk)y→k-1(1)
其中:x→k代表k時刻系統(tǒng)的狀態(tài)向量;y→k代表系統(tǒng)的測量輸出;f→(x→k)為非線性函數(shù);ω→k是均值為零方差為Q→k的過程噪聲;ν→k是均值為零方差為R→k的測量噪聲;A→k、B→k、C→k均為已知的系統(tǒng)矩陣;αk和λk均為服從伯努利分布的隨機(jī)變量,分別刻畫隨機(jī)發(fā)生的非線性與隨機(jī)發(fā)生的一步測量時滯,并假設(shè)其滿足以下條件:
Prob{αk=1}=E{αk}=α-k Prob{αk=0}=1-α-k
Prob{λk=1}=E{λk}=λ-k Prob{λk=0}=1-λ-k(2)
其中α-k和λ-k分別代表已知的發(fā)生概率。
假設(shè):非線性函數(shù)f→(x→k)滿足如下的利普希茨條件:
‖f→(x→k)-f→(z→k)‖≤l‖x→k-z→k‖(3)
為了計算簡便,進(jìn)入如下形式的增廣:
xk=x→kx→k-1,f(xk)=f→(x→k)0,I-=00I0,Ak=A→k000,Bk=B→k0,Ck=C→k00C→k-1,νk=ν→kν→k-1,
Υk=[λkI (1-λk)I],ω→k=ωk
得到增廣后的離散時變系統(tǒng)模型:
xk+1=A-kxk+αkf(xk)+Bkωk
y-k=Υk(Ckxk+νk)(4)
其中A-k=(Ak+I-),增廣后的測量噪聲νk具有如下的統(tǒng)計特性:
E{νk}=0
E{νkνTl}=Rkδk-l+Rk,k+1δk-l-1+Rk,k+1δk-l+1
其中,
Rk=R→k00R→k-1,Rk,k-1=00R→k-10,Rk,k+1=0R→k00
令Qk為ωk的協(xié)方差,也就是說Qk=Q→k。
在網(wǎng)絡(luò)傳輸過程中,為了減少網(wǎng)絡(luò)傳輸壓力,節(jié)省網(wǎng)絡(luò)帶寬資源,通常會引入相應(yīng)的通信協(xié)議。在本文中,引入如下形式的事件觸發(fā)傳輸機(jī)制:
(yk+l-ykt)T(yk+l-ykt)>θ(5)
式中ykt是最近事件觸發(fā)時刻的測量輸出,θ是已知的調(diào)節(jié)閾值,那么離散時變系統(tǒng)在k時刻的實際輸出如下所示:
y~k=ykt,k∈{ki,ki+1,…,ki+1-1}
其中y~k為k時刻的實際輸出值。
針對上述增廣系統(tǒng),構(gòu)造如下形式的濾波器:
k+1|k=A-kk|k+α-kf(k|k)
k+1|k+1=k+1|k+Kk+1(y~k+1-Υ-k+1Ck+1k+1|k)(6)
式中:k|k是xk在k時刻的狀態(tài)估計;k+1|k是xk在k時刻的一步預(yù)測;k+1|k+1是k+1時刻的狀態(tài)估計;Kk+1是k+1時刻的濾波增益矩陣,[λ-k+1I(1-λ-k+1)I]=Υ-k+1。
本文主要有以下兩個目的。第一,針對具有隨機(jī)發(fā)生非線性的離散時變系統(tǒng)(1)設(shè)計形如式(6)的濾波器,得到濾波誤差協(xié)方差矩陣的上界,即找到正定矩陣∑k+1|k+1滿足如下關(guān)系式:
E{(xk+1-k+1|k+1)(xk+1-k+1|k+1)T}≤∑k+1|k+1(7)
第二,通過設(shè)計適當(dāng)?shù)臑V波器增益矩陣Kk+1使得濾波誤差協(xié)方差矩陣上界的跡tr(∑k+1|k+1)達(dá)到最小。
2 主要結(jié)論
首先,介紹如下引理:
引理1[26]對于適當(dāng)維數(shù)的的矩陣M,N,X和H,有如下結(jié)果:
tr{XM}X=MT,tr{MXT}X=M,tr{MXN}X=MTNT
tr{MXTN}X=NM,tr{XMXT}X=2XM
tr{MXNXTH}X=MTNTXNT+HMXN
tr{(MXN)P(MXN)T}X=2MTMXNPNT
其中P是任意的對稱矩陣。
引理2[27]對于兩個實列向量a,b∈Rn,則下面的不等式成立:
abT+baT≤εaaT+ε-1bbT
其中ε是已知的正數(shù)。
根據(jù)式(4)、(6),可得一步預(yù)測誤差表達(dá)式如下:
k+1|k=A-k|k+k[f(xk)-f(k|k)]+kf(xk)+Bkωk(8)
式中k=αk-k。
同樣地,得到濾波誤差表達(dá)式:
k+1|k+1=(I-Kk+1Υ-k+1Ck+1)k+1/k+Kk+1(k+1-yk+1)+
Kk+1Υ~k+1Ck+1xk+1-Kk+1Υk+1νk+1(9)
其中Υ~k+1=Υk+1-Υ-k+1。
引理3增廣系統(tǒng)(4)的狀態(tài)協(xié)方差矩陣Xk+1=E{xk+1xTk+1}具有如下上界:
Xk+1≤(1+ε)A-kXkA-Tk+(1+ε-1)l2tr(X-k)I+BkQkBTk
:=X-k+1(10)
上式中ε是已知的正數(shù)。
證明:增廣系統(tǒng)(4)的狀態(tài)協(xié)方差矩陣Xk+1=E{xk+1xTk+1}可計算如下:
Xk+1=A-kXkA-k+kE{f(xk)fT(xk)}+BkQkBTk+Λ1+ΛT1(11)
其中Λ1=E{αkf(xk)xTkA-Tk}
應(yīng)用引理2可得
Λ1+ΛT1≤εA-kXkA-Tk+ε-1kE{f(xk)fT(xk)}(12)
將上式代入到式(11)中,得
Xk+1≤(1+ε)A-kXkA-Tk+(1+ε-1)kE{f(xk)fT(xk)}+BkQkBTk(13)
根據(jù)不等式性質(zhì)得到
f(xk)fΤ(xk)≤‖f(xk)‖2I=f(xk)fΤ(xk)I(14)
E{f(xk)fΤ(xk)}≤l2E{xkxΤk}=l2tr(Xk)I(15)
將上式代入式(13),得到增廣系統(tǒng)的狀態(tài)協(xié)方差上界表達(dá)式
Xk+1≤(1+ε)A-kXkA-Tk+(1+ε-1)l2tr(Xk)I+BkQkBTk(16)
定理1 一步預(yù)測誤差協(xié)方差矩陣Pk+1|k=E{k+1|kTk+1|k}的遞推表達(dá)式如下
Pk+1|k=A-kPk|kA-Tk+2kE{[f(xk)-f(
k|k)]×[f(xk)-f(k|k)T]}+
k(1-k)E{f(xk)fT(xk)}+BkQkBTk+Λ2+ΛT2(17)
其中,Λ2=E{k[f(xk)-f(k/k)]Tk|kA-Tk},Pk|k=E{k|kTk|k}為濾波誤差協(xié)方差。
證明:根據(jù)一步預(yù)測誤差表達(dá)式(8),利用E{k}=0,E{ωk}=0,很容易推得式(8),從略。
定理2:濾波誤差協(xié)方差Pk+1|k+1=E{k+1|k+1×Tk+1|k+1}的遞推表達(dá)式如下:
Pk+1|k+1=(I-Kk+1Υ-k+1Ck+1)Pk+1|k(I-
Kk+1Υ-k+1Ck+1)T+Kk+1E{(k+1-yk+1)(k+1-
yk+1)T}KTk+1+
E{(Kk+1Υ~k+1Ck+1xk+1)(Kk+1Υ~k+1Ck+1xk+1)T}+
Kk+1E{Υk+1νk+1νTk+1Υk+1}KTk+1+Λ3+Λ4+ΛT3+ΛT4(18)
其中Λ3=E{(I-Kk+1Υ-k+1Ck+1)k+1|k(k+1-yk+1)TKTk+1},
Λ4=E{Kk+1(k+1-yk+1)νTk+1ΥTk+1KTk+1}
證明:考慮到E{Υ~k}=0和E{νk}=0,并且根據(jù)濾波誤差表達(dá)式(9),定理2容易得出,故而證明從略。
定理3對于正數(shù)η,μ1,μ2,如果如下的類黎卡提差分方程:
∑k+1|k=(1+η)A-k∑k|kA-Tk+(1+
η-1)2kl2tr(∑k|k)I+
k(1-k)l2tr(X-k)I+BkQkBTk(19)
∑k+1|k+1=(1+μ1)(I-Kk+1Υ-k+1Ck+1)∑k+1|k(I-Kk+1Υ-k+1Ck+1)T+
(1+μ-11+μ2)θKk+1KTk+1+Kk+1λ-k+1(1-λ-k+1)l2tr(X-k+1)×
Kk+1H-k+1Ck+1CTk+1H-Tk+1KTk+1+(1+μ-12)λ-k+1Kk+1H-k+1Rk+1H-Tk+1KTk+1(20)
在初始條件∑0|0=P0|0>0下有正定解∑k+1|k和∑k+1|k+1,則矩陣∑k+1|k+1是Pk+1|k+1的上界。
證明:對定理1式(17)中的交叉項Λ2應(yīng)用引理1,可得
Λ2+ΛT2≤ηA-kPk|kA-Tk+η-12kE{[f(xk)-f(k|k)][f(xk)-f(k|k)T]}(21)
由式(17)可得
pk+1|k≤(1+η)A-kPk|kA-Tk+(1+η-1)2k×
E{[f(xk)-f(k/k)][f(xk)-f(k/k)]T}+
k(1-k)E{f(xk)fT(xk)}+BkQkBTk(22)
由于
[f(xk)-f(k)][f(xk)-f(k)]Τ≤
‖f(xk)-f(k)‖2I=
[f(xk)-f(k)]Τ[f(xk)-f(k)]I(23)
故而
E{[f(xk)-f(k)]Τ[f(xk)-f(k)]}≤
l2E{Τkk}=l2tr(Pk|k)I(24)
將上式代入式(22)得
Pk+1|k≤(1+η)A-kPk|kA-Tk+(1+η-1)2kl2tr(Pk|k)I+
k(1-k)l2tr(Xk)I+BkQkBTk(25)
同樣地,對于定理2式(18)中的交叉項Λ3和Λ4,應(yīng)用引理2可得
Λ3+ΛT3≤μ1(I-Kk+1Υ-k+1Ck+1)Pk+1|k(I-Kk+1Υ-k+1Ck+1)T+
μ-11Kk+1E{(k+1-yk+1)(k+1-yk+1)T}KTk+1(26)
Λ4+ΛT4≤μ2Kk+1E{(k+1-yk+1)(k+1-yk+1)T}KTk+1+
μ-12Kk+1E{Υk+1νk+1νTk+1Υk+1}KTk+1(27)
將上述兩式代入(18)中,得
Pk+1|k+1≤(1+μ1)(I-Kk+1Υ-k+1Ck+1)Pk+1|k(I-Kk+1Υ-k+1Ck+1)T
(1+μ-11+μ2)Kk+1E{(k+1-yk+1)(k+1-yk+1)T}KTk+1+
Kk+1E{(Υ~k+1Ck+1xk+1)(Υ~k+1Ck+1xk+1)T}×KTk+1+
(1+μ-12)Kk+1E{Υk+1νk+1νTk+1Υk+1}KTk+1(28)
考慮到事件觸發(fā)表達(dá)式(5),上式的第二項可進(jìn)行如下處理
Kk+1E{(k+1-yk+1)(k+1-yk+1)T}KTk+1≤θKk+1KTk+1(29)
將引理3應(yīng)用到式(28)的后兩項:
Kk+1{Υ~k+1Ck+1xk+1xTk+1CTk+1Υ-Tk+1}KTk+1≤
λ-k+1(1-λ-k+1)l2tr(Xk+1)Kk+1H-k+1Ck+1CTk+1×H-Tk+1KTk+1(30)
Kk+1E{Υk+1νk+1νTk+1Υk+1}KTk+1≤
λ-k+1Kk+1H-k+1Rk+1H-Tk+1KTk+1(31)
其中H-k+1=[I,-I]。
將式(29)~(31)代入式(28),有
Pk+1|k+1≤(1+μ1)(I-Kk+1Υ-k+1Ck+1)Pk+1|k(I-Kk+1Υ-k+1Ck+1)T+
(1+μ-11+μ2)θKk+1KTk+1+λ-k+1(1-λ-k+1)×
l2tr(Xk+1)Kk+1H-k+1Ck+1CTk+1H-Tk+1KTk+1+
(1+μ-12)λ-k+1Kk+1H-k+1Rk+1H-Tk+1KTk+1(32)
定理3證畢。
定理4如果濾波估計增益按如下形式給出,則濾波誤差協(xié)方差矩陣上界∑k+1|k+1的跡可達(dá)到最小。
Kk+1=(1+μ1)∑k+1/kCk+1Υ-k+1{Ψk+1}-1(33)
其中
Ψk+1=(1+μ1)Υ-k+1Ck+1∑k+1|kCTk+1Υ-Tk+1+(1+μ-11+μ2)θI+
λ-k+1(1-λ-k+1)l2tr(Xk+1)H-k+1Ck+1CTk+1H-Tk+1+
(1+μ-12)λ-k+1H-k+1Rk+1H-Tk+1
證明:由式(20)中可知∑k+1|k+1
∑k+1|k+1=(1+μ1)(I-Kk+1Υ-k+1Ck+1)∑k+1|k(I-Kk+1Υ-k+1Ck+1)T+
(1+μ-11+μ2)θKk+1KTk+1+Kk+1λ-k+1(1-λ-k+1)l2tr(X-k+1)
Kk+1H-k+1Ck+1CTk+1H-Tk+1KTk+1+(1+μ-12)λ-k+1Kk+1H-k+1Rk+1H-Tk+1KTk+1
為了獲得濾波誤差協(xié)方差矩陣上界∑k+1|k+1的最小跡,對式(20)中∑k+1|k+1求偏導(dǎo),并根據(jù)引理1可得:
tr(∑k+1|k+1)Kk+1=-2(1+μ1)(I-Kk+1Υ-k+1×Ck+1)∑k+1|kCTk+1Υ-Tk+1+2Kk+1{Ψk+1}(34)
令∑k+1|k+1Kk+1=0,可得Kk+1=(1+μ1)∑k+1/kCk+1×Υ-k+1{Ψk+1}-1。
根據(jù)上述定理結(jié)果和構(gòu)造的時變?yōu)V波器,將求解時變離散系統(tǒng)濾波算法概括如下:
步驟1 設(shè)初始時刻k=0,給定一些必要的初始條件與信息
步驟2 根據(jù)式(6)計算一步預(yù)測k+1|k
步驟3 根據(jù)式(10)與式(19)計算X-k+1和∑k+1|k
步驟4 設(shè)計濾波器增益矩陣Kk+1
步驟5 計算狀態(tài)估計k+1|k+1
步驟6 計算濾波誤差協(xié)方差矩陣的上界∑k+1|k+1
步驟7 令k=k+1,繼續(xù)執(zhí)行步驟2
上述算法具有如下優(yōu)點:①狀態(tài)估計法包含預(yù)測與估計,具有一定的糾錯能力;②在估計過程中使用可用的隨機(jī)非線性、一步測量時滯與事件觸發(fā)協(xié)議等信息;③狀態(tài)估計具有遞推方法,可利用于在線實現(xiàn)。
3 算例仿真
在本部分中,給出算例仿真來說明本文所提出的算法的有效性。
系統(tǒng)參數(shù)取值如下:
A→k=0.80.5
-0.10.6+0.03sin(2k),B→k=0.30.5,C→k=0.51
選取非線性函數(shù):
f→(x→k)=0.720.30.480.5x→1,kx→2,k+0.3sin(x→1,k+x→2,k)0.1x→1,ksin(2k)
此外,其他參數(shù)的選取如下:
ε=0.1,μ1=μ2=1,Q→k=0.36,R→k=0.5,α→k=0.85,λ-k=0.65。
在本部分仿真實驗中,選取系統(tǒng)的狀態(tài)初始值為x0|0=[0.2 0.2]T,濾波器的初始值為0|0=[0.6 0.6]T。系統(tǒng)狀態(tài)的協(xié)方差矩陣的初始值為X-0=2I2,估計誤差協(xié)方差矩陣的初始值為∑0|0=10I2。
在進(jìn)行MATLAB算例仿真時,考慮如下兩種情形:情形I,當(dāng)觸發(fā)閾值θ取值為0.1時,給出系統(tǒng)的狀態(tài)軌跡與濾波器的估計效果對比圖;情形II,當(dāng)觸發(fā)閾值θ取值為0.7時,給出系統(tǒng)的狀態(tài)軌跡與濾波器的估計效果對比圖。最后,基于情形I和情形II,給出系統(tǒng)狀態(tài)與其估計誤差協(xié)方差矩陣上界的關(guān)系圖,MSE1表示1,k|k均方誤差,MSE2表示2,k|k均方誤差。具體仿真效果圖如下:
4 結(jié) 論
本文中,解決了具有一類具有隨機(jī)發(fā)生非線性和一步測量時滯的離散時變系統(tǒng)的濾波問題,為了刻畫一步測量時滯與非線性的隨機(jī)性,在文中引入兩列服從伯努利分布的隨機(jī)序列。除此之外,為了減少網(wǎng)絡(luò)傳輸壓力,節(jié)省網(wǎng)絡(luò)帶寬資源,引入了事件觸發(fā)傳輸機(jī)制。通過求解類黎卡提差分方程,得到濾波誤差協(xié)方差矩陣的上界,并且通過設(shè)計相應(yīng)的濾波增益矩陣使得該上界的跡達(dá)到最小。
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(編輯:王 萍)