カルマンフィルタを用いた線形フィードバック制御系の共分散指定問題

Material type: 文書・図像類

Author: 永安, 正彦ほか

Publisher: 航空宇宙技術研究所

Publication date: 1985-10

Material Format: Digital

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Note (General)：: This paper describes the covariance specification problem using a Kalman filter for the linear time-invariant output-feedback control system contamina...

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Material Type: 文書・図像類
Title: カルマンフィルタを用いた線形フィードバック制御系の共分散指定問題
Author/Editor: 永安, 正彦
NAGAYASU, Masahiko
Author Heading: 永安, 正彦
NAGAYASU, Masahiko
Publication, Distribution, etc.: 航空宇宙技術研究所
Publication Date: 1985-10
Publication Date (W3CDTF): 1985-10
Alternative Title: Covariance Specification for the Linear Time-invariant Output-Feedback Control Systems using a Kalman Filter
Periodical title: 航空宇宙技術研究所報告 = Technical Report of National Aerospace Laboratory TR-882
No. or year of volume/issue: 882
Volume: 882
Pages: 13-
ISSN (Periodical Title): ISSN : 0389-4010
Text Language Code: jpn
Target Audience: 一般
Note (General): This paper describes the covariance specification problem using a Kalman filter for the linear time-invariant output-feedback control system contaminated by observation and system noise. Linear stochastic control problems based on the quadratic performance criterla have been studied many times over the past years. However, the relationships between the criteria and the behavior of the resultant closed loop system are still in question today. The purpose of this paper is to describe the optimal output-feedback control using a Kalman filter with which the stationary state covariance matrix coincides with the prescribed matrix. The system is disturbed by additive white/color system noise and the output signal is contaminated by white observation noise. Using a Kalman filter, we obtain the dynamic output feedback control system. The covariance specification problem, i.e., to obtain the optimal feedback gains under the requirement of the state covariance coinciding with the prescribed covariance for minimizing the control effort, is solved. The control problem of an aircraft in the atmospheric turbulence is discussed as a numerical example.
資料番号: NALTR0882000
レポート番号: NAL TR-882
Access Restrictions: 限定公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 宇宙航空研究開発機構 : 宇宙航空研究開発機構リポジトリ