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该文在充分考虑系统内采样特性的基础上提出了采样估计协方差的定义,以便精确地描述采样估计性能。在此基础上,文中研究了采样估计协方差的配置问题,即设计滤波增益,使采样估计协方差在稳态时达到指定值,还将设计问题等价地转化为相应的离散系统的情形,给出了期望滤波增益的存在条件及解析表达式。与传统的采样估计方法相比,该文的设计方法更加准确、简便。数值例子说明了设计方法的直接性和有效性。
In this paper, the definition of sampling estimation covariance is put forward on the basis of fully taking into account the sampling characteristics in the system so as to accurately describe the performance of sampling estimation. On this basis, the paper studies the configuration of sampling estimation covariance, which is to design the filtering gain so that the sampling estimation covariance reaches the specified value at steady state, and also transforms the design problem equivalently into the corresponding discrete system. The existence conditions and analytical expressions of the expected filter gain are given. Compared with the traditional sampling and estimation methods, the design method of this paper is more accurate and simple. The numerical examples show the directness and effectiveness of the design method.