非线性中立随机跳变系统的鲁棒H_∞滤波

Robust H_∞ filtering fornonlinearneutral stochastic jump systems

研究了非线性中立随机时滞马尔科夫跳变系统的鲁棒H_∞滤波问题,该系统在状态向量和测量输出中都含有非线性扇形扰动。通过构造合适的Lyapunov函数,并结合线性矩阵不等式技术,使其滤波误差动态系统满足随机稳定性和一定的H_∞性能指标。最后,利用Matlab的LMI工具箱进行数值仿真,求取相应的状态响应和输出响应曲线。数值算例结果表明本文方法降低了鲁棒H_∞滤波的保守性,从而验证了本文方法的有效性和优越性。

The problem of robust H∞ filtering fornonlinear neutral stochastic time-delay Markov jump systems is considered in this paper.The systems includenonlinear sensor perturbations in both state vector and measurement output.By constructing anappropriateLyapunov function with linear matrix inequality technique,the filtering error dynamic systems are robust stochastically stable and satisfy aprescribed H∞ performanceindex.By employing the LMI toolbox of Matlab for numerical simulation,the state response curves and the output response curve are given.Numerical examplesare given to demonstrate the less conservativeness of robust H∞ filtering of the proposed approaches,which verifies the effectiveness and superiority of the proposed designed method.