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对于噪声统计信息等不确定的动态系统的状态估计问题,人们提出了多种符合实际应用要求的递推算法,其中推广的遗忘因子递推最小二乘(EFRLS)和H∞滤波是两种有效估计的方法。对这两种估计的性能进行了比较,用计算机模拟实例说明了EFRLS方法在多种性能指标下较H∞滤波更优,为实际应用提供了有益的指导。
For the uncertain state estimation of dynamic systems such as noise statistics, many kinds of recursive algorithms are proposed, which are in line with the practical application requirements. Among them, the generalized forgetting factor recursive least squares (EFRLS) and H∞ filtering are two effective Estimated method. The performance of these two kinds of estimation is compared. The computer simulation shows that the EFRLS method is better than the H∞ filter under a variety of performance indexes, which provides a useful guide for practical application.