不确定离散系统的有限时域鲁棒H_∞滤波

Finite-horizon robust H_∞ filter for uncertain discrete-time systems

研究了一类时变不确定离散系统的有限时域鲁棒H∞滤波问题。在系统不确定性满足范数有界的条件下,给出了有限时域鲁棒H∞滤波器存在的充分必要条件,并基于线性矩阵不等式技术给出了滤波器的构造性的设计方法。得到的滤波器对所有可容许不确定性,满足指定的性能指标。最后给出了仿真实例,仿真结果表明所设计的滤波器实现了设计要求。

The finite-horizon robust H∞ filtering problem is addressed for uncertain time-varying discrete-time systems with norm-bounded uncertainties.A necessary and sufficient condition for the existence of finite-horizon robust H∞ filter is presented.Furthermore,the constructive procedure of the finite-horizon robust H∞ filter design is given on the basis of linear matrix inequalities（LMIs） technique.The resulting filter can satisfy the given performance index for all admissible uncertainties.Finally,simulation result shows the filter obtained achieves the specified design goal.