基于联邦滤波器结构的分散化H∞鲁棒滤波算法研究

Decentralized H∞Robust Filtering Algorithm Based on Federated Filter Structure

  • 摘要: 深入研究了基于联邦滤波器结构的分散化H∞鲁棒滤波算法;通过研究H∞滤波器的结构和鲁棒机制,提出一套H∞鲁棒信息滤波公式.在此基础上,建立了一套形式简单、可行性强的联邦H∞鲁棒滤波算法.与传统联邦卡尔曼滤波算法相比,该算法仅增加一个鲁棒化环节,实际上是一种Krein空间的联邦卡尔曼滤波算法.最后,全面分析了该算法四种结构及其性能,仿真结果表明了其具有有效性和可行性.

     

    Abstract: The decentralized H∞robust filtering algorithm based on federated filter structure is deeply investigated. By studying the H∞filter structure and its robustness mechanism,a series of H∞robust information filtering formulas are presented,on which a set of simple and practicable federated H∞robust filtering algorithms are also built.Compared with conventional federated Kalman filter,it only adds a robustness step,which equals to a sort of federated Kalman filtering algorithm in Krein space.Finally,four structures of the algorithm and the corresponding performance are analyzed.The simulation results proves the effectiveness and feasibility of the proposed algorithm.

     

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