Estimadores de Estado de Sistemas Dinamicos Basea dos No Conceito de Dualidade (State Estimators for Dynamic Systems Based Upon the Duality Concept)

摘要

The development of a new state estimator for dynamic systems based upon the duality concept between state estimation and optimal control problems is presented. The main objective is a preliminary qualification of the estimator for use in real time nonlinear systems which can recursively be approximated by linear systems. The duality concept is used to transform the original estimation problem in an equivalent one of virtual control. This control problem is then used to generate an adaptive, locally convergent algorithm where, instead of full state estimation, one has to estimate just a control vector with smaller dimension than the state vector. The control formulation allows also the development of convergence acceleration criteria. Three convergence criteria, as well as adaptive noise methods to compensate for model errors, are then developed and used with the proposed estimator in the test problem created to validate the estimator. The algorithm is implemented in a digital computer to estimate the orbit of a low Earth orbit satellite under simulated conditions. Numerical results include various test cases to take account for different initial values for the estimator, different standard deviations for the observations and different number of Earth stations observing the satellite, thus allowing a good evaluation for the estimator characteristics.