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一类随机不确定系统鲁棒H_∞滤波器的设计算法 被引量：1

Design Algorithm of Robust H_∞ Filter for a Class of Stochastic Uncertain Systems
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摘要 利用Lyapunov理论研究了鲁棒H∞滤波问题.对所有的时变不确定性,设计了一个稳定的滤波器使滤波误差满足指定的H∞性能.为了简化问题的推导过程,引入了辅助系统,并给出了滤波器存在的充分且必要条件.通过矩阵变换得到了设计滤波器的LMI方法,利用LMI工具箱可以方便地得到滤波器的表达形式.最后,数值算例说明了所设计方法的有效性和可行性. The robust H_∞ filtering problem is studied using Lyapunov theory.A filter is therefore designed to ensure its robust stability which enables the filtering error to meet the requirements of prescribed H_∞ performance for all admissible time-varying uncertainties.An auxiliary system is introduced to simplify the process of deduction,and the sufficient and necessary conditions for the existence of H_∞ filter are given.An LMI method for designing filters is obtained through matrixing,thus giving conveniently t...
作者 孙平 井元伟
机构地区 东北大学信息科学与工程学院
出处 《东北大学学报（自然科学版）》 EI CAS CSCD 北大核心 2006年第12期1299-1302,共4页 Journal of Northeastern University(Natural Science)
基金 国家自然科学基金资助项目(60274099) 国家高技术研究发展计划项目(2004AA412030)
关键词 随机不确定系统 辅助系统 均方稳定 鲁棒H∞滤波 鲁棒H∞性能 线性矩阵不等式 stochastic uncertain systems auxiliary systems mean-square stable robust H_∞ filtering robust H_∞ performance linear matrix inequality（LMI）
分类号 TN713 [电子电信—电路与系统]
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共引文献4

同被引文献7

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东北大学学报（自然科学版）
2006年 第12期

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