非线性不确定状态时滞系统的鲁棒H_∞滤波

Robust H∞ Filter Design of a Class of Nonlinear Systems with State Delay and Parameter Uncertainty

研究含有状态时滞的非线性不确定性系统的鲁棒H∞滤波器设计问题,其中系统的参数不确定性是时变和模有界的,非线性的扰动受有界条件约束.针对连续系统和离散系统两种情况,分别选取合适的Lyapunov函数分析了使滤波系统渐近稳定,且从噪声输入到误差输出的传递函数的H∞范数小于指定上界的充分条件,然后通过两个代数Riccati方程的正定解参数化表示了该滤波器.滤波器的设计过程和结构均是与状态时滞的大小、非线性扰动以及不确定性参数无关的.

The problem of robust H∞ filtering for nonlinear systems with state delay and parameter uncertainty is investigated. The parameter uncertainties are described in the real time-varying norm-bounded form with nonlinear disturbances meeting the boundedness condition. For continuous and discrete-time cases, appropriate Lyapunov functions are used to analyze the sufficient condition of the existence of the robust filter such that the filtering process remains robustly stable and a prescribed H∞ performance level is achieved. Then the filter is characterized in the terms of positive solutions of two algebraic Riccati-like equations, irrespective of the uncertainties, time delays or nonlinearities.