不确定连续系统的鲁棒H_2/H_∞滤波

Robust H_2/H_∞ filtering for uncertain continuous systems

研究凸多面体不确定连续系统的鲁棒H2/H∞滤波问题.为降低设计的保守性,提出一种新的具有参数依赖Lyapunov函数的鲁棒H2/H∞性能准则.基于该性能准则,推导出鲁棒H2/H∞滤波器存在的充分条件,并将滤波器设计问题转化为具有线性矩阵不等式(LMI)约束的参数优化问题.

The problem of robust H2/H∞ filtering for polytopic continuous systems is discussed. To reduce the design conservatism, a robust H2/H∞ performance criteria with parameter-dependent Lyapunov functions is proposed. The sufficient conditions for the existence of robust H2/H∞ filter are presented based on the proposed performance criteria. The problem of filter design is converted into a parameter optimization problem with linear matrix inequality （LMI） constraint.