一类非线性时滞不确定性系统的鲁棒H_∞滤波

Robust H_∞ Filter Design of a Class of Nonlinear Systems with Delay and Parameter Uncertainty

研究含有状态时滞的非线性不确定性系统的鲁棒H∞ 滤波器设计问题。利用修正的Riccati型不等式分析了使滤波系统渐近稳定、且从噪声输入到误差输出的传递函数的H∞ 范数小于指定上界的充分条件,通过两个代数Riccati方程的正定解参数化表示了该滤波器。滤波器的设计过程和结构均是与状态时滞的大小、非线性扰动以及不确定性的参数无关的。仿真试验进一步表明了设计方法的有效性和可行性。

This paper addresses the problem of robust H∞ filter design for nonlinear systems with state delay and parameter uncertainty. Firstly,the sufficient condition of the existence of the robust filter is analyzed by the modified Riccati inequalities, such that the filtering process remains robustly stable and the transfer function from the disturbance inputs to error state outputs meets the prespecified H∞-norm upper-bound constraints. Then the filter is characterized in the terms of positive solutions of two algebraic Riccati-like equations. The filter design and its parameters are independent of the length of delay, nonlinear disturbance and parameter uncertainty. The simulation example further shows the validity and the applicability of the proposed approach.