发明名称 Kalman filter-based optimizer and controller.
摘要 <p>Making use of the conceptual and computational similarities between the Karmarkar method and the Kalman filter a controller system is capable of handling the observer function, the minimum time controller function and the minimum energy controller function. The system includes an element that has the computational structure of a Kalman filter. The inputs of this element are qualitatively controlled to deliver the desired results to the remaining computation elements. In a controller for an LP control task, the element develops the dual vector signal used in the affine scaling algorithm by applying information to it as if its task were to estimate the states of a system whose observable output is Dx(k)c, the input is O, the observation noise covariance matrix R is close to zero, the transition matrix is I and the matrix that describes the relationship between the measurable parameters and the observable output is A&lt;T&gt;Dx(k). Different controls applied to the Kalman filter structure element (and to the other elements of the system) yield control signals for QP control tasks. &lt;IMAGE&gt;</p>
申请公布号 EP0438887(A2) 申请公布日期 1991.07.31
申请号 EP19900313601 申请日期 1990.12.13
申请人 AMERICAN TELEPHONE AND TELEGRAPH COMPANY 发明人 PUTHENPURA, SARAT C.;SINHA, LAKSHMAN P.
分类号 G05B13/02;G06F19/00 主分类号 G05B13/02
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