不确定连续系统具有极点约束的鲁棒L_2-L_∞滤波

Robust L_2-L_∞ Filtering for a Class of Uncertain Continuous-Time Systems with Regional Pole Constraint

针对一类凸多面体不确定连续系统,研究其具有极点约束的鲁棒L2-L∞滤波问题。利用线性矩阵不等式方法,给出鲁棒全阶及降阶L2-L∞滤波问题可解的充分条件。所设计的滤波器保证了对于所有能量有界的外界扰动信号,滤波误差系统是渐近稳定的,满足一定的极点约束条件及L2-L∞性能指标。数值算例验证了所提出方法的可行性。

The problem of robust L2-L∞ filtering with pole constraints was considered for a class linear continuous-time system. The system is assumed to have parameter uncertainties belonging to a polytope. The sufficient condition for the existence of robust L2-L∞ filtering is given in terms of linear matrix inequalities;and the robust full-order and reduced-order L2-L∞ filterings are designed based on LMI constraints. It is guaranteed that the filtering error system is asymptotically stable within prespecified pole placement constraints and given L2-L∞ attenuation level. A numerical example is given to illustrate the design methods.