具有区域极点和方差约束的Delta算子系统鲁棒H_∞滤波

Robust H_∞ filtering for Delta operator formulated systems with circular pole and error variance constraints

研究Delta算子不确定系统在误差方差约束和区域极点约束下的鲁棒H∞滤波问题.针对多目标H∞滤波问题,采用代数矩阵不等式方法,提出滤波器的存在条件和显式表达式.所得结果可将连续系统和离散系统的有关结果统一到Delta算子框架.

The problem of robust H∞ filtering for the Delta operator formulated uncertain discrete time systems with error variance and circular pole constraints is studied. The system under consideration is subject to norm-bound time-invariant uncertainties in both the state and output matrices. A robust filter is designed to guarantee that the filtering process is JD-stable, the steady-state estimation error variance of each state is not more than the individual prespecified value, and the H∞ norm of the transfer function from noise inputs to error state outputs meets given upper bound. In terms of algebraic matrix inequality approach, such multi-objective H∞ filtering problem is solved, and both the existence conditions and explicit expression of the desired filter are developed. The proposed results bring previous related conclusions of continuous and discrete-time systems into the unified Delta form.