| 非匹配摄动系统协方差矩阵的定界估计 |
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| 引用本文： | 孙翔,胡金春,郭治.非匹配摄动系统协方差矩阵的定界估计[J].火力与指挥控制,1999,24(3):27-32. |
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| 作者姓名： | 孙翔 胡金春 郭治 |
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| 作者单位： | 南京理工大学,南京,210094 |
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| 基金项目： | 国家自然科学基金，国防科工委预研基金 |
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| 摘 要： | 基于Ｌｙａｐｕｎｏｖ 稳定性理论，在系统矩阵及噪声输入矩阵均存在非匹配摄动的一般情形下，研究随机系统稳态状态协方差的定界估计问题，通过求解两个代数Ｒｉｃｃａｔｉ方程，给出了该协方差矩阵上下界的估计式，并提供了一个说明性算例
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| 关 键 词： | 不确定系统 协方差矩阵 Riccati方程 定界估计 |
| 修稿时间： | 1998-09-02 |
Bounds Evaluation of Covariance Matrix for Mismatch Pertubation Systems |
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| Sun Xiang,Hu Jinchun,Guo Zhi.Bounds Evaluation of Covariance Matrix for Mismatch Pertubation Systems[J].Fire Control & Command Control,1999,24(3):27-32. |
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| Authors: | Sun Xiang Hu Jinchun Guo Zhi |
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| Institution: | Nanjing Univ.of Sci.& Tech Nanjing 210094 |
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| Abstract: | Based on Lyapunov theory ,this paper studies the bounds estimation of state covariance matrix for stochastic system when the system matrix and the noise input matrix have mismatch perturbations.Given solutions of two algebratic Riccati equations,the upper and lower bounds for covariance matrix are proposed and the application of the above methods in fire control model simplification is introduced. |
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| Keywords: | uncertainty system convariance matrix riccati equation bounds evaluation |
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