自动化学报
自動化學報
자동화학보
ACTA AUTOMATICA SINICA
2008年
6期
665-669
,共5页
Time-varying system%input estimation%game theory%Riccati equation
The H∞ hybrid estimation problem for linear discrete time-varying systems is investigated in this paper, where estimated signals are linear combination of state and input. Design objective requires the worst-case energy gain from disturbance to estimation error to be less than a prescribed level. Optimal solution of the hybrid estimation problem is the saddle point of a two-player zero sum differential game. On the basis of the differential game approach, necessary and sufficient solvable conditions for the hybrid estimation problem are provided in terms of solutions to a Riccati differential equation. Moreover, one possible estimator is proposed if the solvable conditions are satisfied. The estimator is characterized by a gain matrix and an output mapping matrix, where the latter reflects the internal relations between unknown input and output estimation error. At last, a numerical example is provided to illustrate the proposed approach.
