关键词: 集员估计, 线性系统, OBE算法

Abstract:

This paper studies two set-membership estimation algorithms in the linear system:Norton set-membership estimation algorithm and OBE set-membership estimation algorithm.Norton algorithm optimizes time updating stage and measurement updating stage according to the minimum volume or minimum trace,but with huge amount of computation and low efficiency.OBE algorithm optimizes measurement updating stage according to minimum radius bounding ellipsoid,so as to simplify the algorithm and reduce the amount of calculation.Finally,OBE algorithm is compared with the traditional kalman filtering algorithm and Norton set-membership estimation algorithm.The simulation results prove the effectiveness of OBE algorithm.

Key words: set membership estimation;linear system;OBE algorithm