X
k
+1
=
F
k
+1
/k
X
k
+
B
k
U
k
+
w
k
, k
= 0
,
1
,
2
, . . . ,
|
U
k
| u
C
k
,
(8)
ɝɞɟ
B
k
ɦɚɬɪɢɰɚ ɨɝɪɚɧɢɱɟɧɧɵɯ ɜɨɡɦɭɳɟɧɢɣ
U
k
5
7
k
ɜɟɤɬɨɪ ɝɟɨɦɟ
'
ɬɪɢɱɟɫɤɢɯ ɨɝɪɚɧɢɱɟɧɢɣ ɜɨɡɦɭɳɟɧɢɣ
U
k
(
Ʉɪɢɬɟɪɢɣ ɦɢɧɢɦɭɦɚ ɫɪɟɞɧɟ
'
ɤɜɚɞɪɚɬɢɱɟɫɤɨɣ ɨɲɢɛɤɢ ɨɰɟɧɢɜɚɧɢɹ ɜ ɷɬɨɦ ɫɥɭɱɚɟ ɞɨɫɬɚɬɨɱɧɨ ɭɫɥɨɜɟɧ
ɢɡ
'
ɡɚ ɧɟɨɩɪɟɞɟɥɟɧɧɨɫɬɢ ɨɝɪɚɧɢɱɟɧɧɵɯ ɜɨɡɦɭɳɟɧɢɣ ɢ ɨɬɫɭɬɫɬɜɢɹ ɢɡ
'
ɜɟɫɬɧɨɝɨ ɡɚɤɨɧɚ ɢɯ ɪɚɫɩɪɟɞɟɥɟɧɢɹ
(
ɋɬɚɧɞɚɪɬɧɵɟ ɨɬɤɥɨɧɟɧɢɹ ɷɬɢɯ ɜɨɡ
'
ɦɭɳɟɧɢɣ ɬɚɤɠɟ ɧɟ ɨɩɪɟɞɟɥɟɧɵ
&
ɧɨ ɩɪɢ ɥɸɛɨɦ ɡɚɤɨɧɟ ɪɚɫɩɪɟɞɟɥɟɧɢɹ
ɨɧɢ ɧɟ ɩɪɟɜɵɲɚɸɬ
C
k
(
ȼ ɨɛɳɟɦ ɫɥɭɱɚɟ
&
ɟɫɥɢ ɜɫɟ ɩɚɪɚɦɟɬɪɵ ɫɬɨɯɚɫɬɢɱɟɫɤɨɣ ɦɨɞɟɥɢ
"0#& "1#
ɨɩɪɟɞɟɥɟɧɵ
&
ɨɩɬɢɦɚɥɶɧɵɣ ɩɨ ɦɢɧɢɦɭɦɭ ɫɪɟɞɧɟɤɜɚɞɪɚɬɢɱɟɫɤɨɣ ɨɲɢɛ
'
ɤɢ ɚɥɝɨɪɢɬɦ ɧɚɯɨɠɞɟɧɢɹ ɩɨɩɪɚɜɨɤ
X
d
k/k
ɫɱɢɫɥɟɧɢɹ ɂɇɋ
ɷɬɨ ɮɢɥɶɬɪ
Ʉɚɥɦɚɧɚ
U+*& ++W4
X
d
k
+1
/k
=
FX
d
k
+
w
k
,
P
k
+1
/k
=
FP
k/k
F
ɬ
+
V
w
,
K
k
+1
=
P
k
+1
/k
H
ɬ
¡
HP
k
+1
/k
H
ɬ
+
V
v
¢
a
1
,
X
d
k
+1
=
X
d
k
+1
/k
+
K
k
¡
Z
k
+1
a
HX
d
k
+1
/k
¢
,
P
k
+1
/k
+1
=
¡
I
a
K
k
+1
H
¢
P
k
+1
/k
,
X
d
0
/
0
=
X
d
(0)
, P
0
/
0
=
P
(0);
"3#
ɡɞɟɫɶ
P
(0)
ɞɢɚɝɨɧɚɥɶɧɚɹ ɦɚɬɪɢɰɚ ɜɢɞɚ
P
(0) = diag(
}
b
l
X
}
b
l
Y
}
b
V
X
}
b
V
Y
}
P
X
}
P
Y
}
P
Z
}
X
}
Y
}
Z
}
b
G
X
}
b
G
Y
)
.
Ɉɞɧɚɤɨ ɷɬɨɬ ɚɥɝɨɪɢɬɦ ɧɟ ɞɨɩɭɫɤɚɟɬ ɨɰɟɧɢɜɚɧɢɹ ɤɨɦɩɨɧɟɧɬ ɜɟɤɬɨɪɚ
U
(
Ɋɟɫɬɪɢɤɬɢɜɧɵɣ ɮɢɥɶɬɪ
&
ɪɚɫɫɦɨɬɪɟɧɧɵɣ ɜ ɪɚɛɨɬɟ
U/W&
ɩɨɡɜɨɥɹɟɬ ɩɨ
'
ɥɭɱɢɬɶ ɧɟɨɛɯɨɞɢɦɵɟ ɨɰɟɧɤɢ ɨɲɢɛɨɤ ɢ ɜɨɡɦɭɳɟɧɢɣ ɂɇɋ
"2#&
ɭɱɢɬɵɜɚɹ
ɫɭɳɟɫɬɜɭɸɳɢɟ ɨɝɪɚɧɢɱɟɧɢɹ
4
X
d
k
+1
/k
+1
= (
FX
d
k/k
+
BU
d
k/k
+1
) +
¡
(
FP
k/k
F
ɬ
+
Q
k
)
a
1
+
+
H
ɬ
R
a
1
H
¢
a
1
H
ɬ
R
a
1
¡
Z
k
+1
a
H
(
FX
d
k/k
+
BU
d
k/k
+1
)
¢
,
P
k
+1
/k
+1
=
μ ¡
FP
k/k
F
ɬ
+
Q
+
BSB
ɬ
¢
a
1
+
H
ɬ
R
a
1
H
¶
a
1
,
U
d
k/k
+1
=
(
U
0
k/k
+1
ɩɪɢ
|
U
0
k/k
+1
| u
C,
C
mcah
U
0
k/k
+1
ɩɪɢ
|
U
0
k/k
+1
|
> C,
(10)
CMMH *,-0'-3--(
ȼɟɫɬɧɢɤ ɆȽɌɍ ɢɦ
(
ɇ
(
ɗ
(
Ȼɚɭɦɚɧɚ
(
ɋɟɪ
(
ɉɪɢɛɨɪɨɫɬɪɨɟɧɢɟ
( ,**/(
ʋ
+ 01
