Estimation algorithm for discrete-time uncertain stochastic systems and device relating thereto

    公开(公告)号:US09927806B2

    公开(公告)日:2018-03-27

    申请号:US13733181

    申请日:2013-01-03

    Inventor: Jemin George

    CPC classification number: G05B23/0254 G06N7/08

    Abstract: An apparatus and method for estimation of a system having state variables representing the state of the system comprising predicting the estimate of the state variables along with the uncertainties in the state variables; observing a measurement of at least one state variable corrupted with some amount of error; updating the estimates of the state variables using a weighted average, with more weight being given to estimates with higher certainty; and providing an estimator input to update the estimates of the state variables, the estimator input operating to provide asymptotic convergence of the mean estimation error in all of the state variables in the presence of persistent excitation or disturbance that is not asymptotically decaying to zero.

    Estimation Algorithm for Discrete-Time Uncertain Stochastic Systems and Device Relating Thereto
    2.
    发明申请
    Estimation Algorithm for Discrete-Time Uncertain Stochastic Systems and Device Relating Thereto 有权
    离散时间不确定随机系统及其相关设备的估计算法

    公开(公告)号:US20140188774A1

    公开(公告)日:2014-07-03

    申请号:US13733181

    申请日:2013-01-03

    Inventor: Jemin George

    CPC classification number: G05B23/0254 G06N7/08

    Abstract: An apparatus and method for estimation of a system having state variables representing the state of the system comprising predicting the estimate of the state variables along with the uncertainties in the state variables; observing a measurement of at least one state variable corrupted with some amount of error; updating the estimates of the state variables using a weighted average, with more weight being given to estimates with higher certainty; and providing an estimator input to update the estimates of the state variables, the estimator input operating to provide asymptotic convergence of the mean estimation error in all of the state variables in the presence of persistent excitation or disturbance that is not asymptotically decaying to zero.

    Abstract translation: 一种用于估计具有表示系统状态的状态变量的系统的装置和方法,包括预测状态变量的估计以及状态变量中的不确定性; 观察至少有一个状态变量的测量被损坏了一定量的误差; 使用加权平均值更新状态变量的估计值,更多的权重给予更高确定性的估计; 并且提供用于更新状态变量的估计的估计器输入,所述估计器输入操作以在存在不渐近衰减为零的持续激励或干扰的情况下在所有状态变量中提供平均估计误差的渐近收敛。

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