基于LMI的连续非时变不确定系统鲁棒状态估计

Robust State Filtering Based on LMI for Time-Invariant Continuous-Time Uncertain Systems

研究了连续非时变不确定系统鲁棒状态估计器的基于线性矩阵不等式 ( L MI)解 ,该解建立在业已成熟的 LMI技术基础上 ,形式简单 ,用 MATLAB工具包直接求解。文中还指出了文献 [1 ]的不足 ,最后给出了数值算例 ,以示该方法的有效性。

This paper studies the problem of robust state filtering for time invariant continuous time uncertain systems. The solution of the problem is based on a well developed and simple Linear Matrix Inequation (LMI) form which can be directly resolved with a MATLAB toolbox. The deficiencies in Reference [1] are also pointed out. A simulation example is given, illustrating the validity of the robust state filtering.