一类模有界非确定连续线性系统的线性弹性滤波

Resilient Linear Filtering for a Class of Continuous-time Systems with Norm-bounded Uncertainties

研究了一类具有模有界的线性连续系统的线性弹性滤波问题,考虑了滤波器增益变更导致的滤波器执行中的不确定影响。弹性滤波器的设计问题可公式化为线性矩阵不等式的凸最优问题,卡尔曼滤波器是本文结果的极限情形,该结论可推广到多重滤波器增益变量情形。

The problem of resilient linear filtering for a class of continuous-time systems with norm-bounded uncertainties is investigated.Additive filter gain variations to reflect the imprecision in filter implementation has been considered.The design problem of resilient linear filter is formulated as a convex optimization problem over linear matrix inequalities.The case of resilient Kalman filter can be derived as a limiting procedure.All the results may be easily extended to the case of multiplicative filter gai...