一类非线性随机不确定系统有限时间H_∞滤波

Finite-time H_∞ filtering for a class of nonlinear stochastic uncertain systems

研究一类具有时变、有界干扰的非线性随机不确定系统有限时间H∞滤波问题.首先,给出了非线性随机不确定系统有限时间H∞滤波问题的定义;其次,通过构造Lyapunov-Krasoviskii函数,并结合线性矩阵不等式(LMI)方法,给出了非线性随机不确定系统有限时间∞滤波器存在的充分条件;再次,将该问题简化为具有LMI约束的优化问题,并给出了相应的求解算法;最后,通过数值算例表明了所提出设计方法的有效性.

The finite-time H∞ filtering problem for a class of nonlinear stochastic uncertain systems with norm bounded exogenous disturbance is considered. Firstly, the definition of finite-time H∞ filtering of a class of nonlinear stochastic uncertain systems is given. Then, by constructing Lyapunov-Krasoviskii function and using linear matrix inequality approach, a sufficient condition for finite-time H∞ filter of a class of nonlinear stochastic uncertain systems is presented. Furthermore, this problem is simplified to the optimization under the constraint of linear matrix inequality, the corresponding solving algorithm is given. Finally, an example is presented to demonstrate the effectiveness of the proposed method.