期望指标下一类线性周期系统鲁棒状态估计

Robust state estimation with desired indices of a class of linear periodic systems

针对满足多重区域指标约束的鲁棒滤波问题 ,以离散线性周期系统为研究对象 ,利用周期系统参数在某区间变化的特性 ,将周期系统满足极点或极点 /协方差指标的估计问题转化为区间系统的鲁棒估计问题。采用线性矩阵不等式 (L MIs)法进行凸优化 ,求解对应区间系统的满意估计增益 ,并设计相应鲁棒状态估计器。数值算例验证了相关的结论。

Robust state estimation with multiple regional performance requirements is studied for a class of discrete-time linear periodic systems. According to characteristics of matrix parameters of periodic systems periodically varying in some certain regions, the problem of robust estimation with desired pole and variance indices of periodic systems is converted into the problem of interval systems. LMI method is applied to solve convex optimization, and a satisfactory robust state estimator under constrains of the indices is designed. A numerical example illustrates the results.