参数摄动系统的鲁棒H_∞状态估计

Robust H_∞ state estimation for systems with uncertain parameters

基于Shaked提出的参数依赖型有界实引理,研究具有凸多面体参数摄动系统的鲁棒H∞状态估计问题.采用线性矩阵不等式技术,推导出此类不确定系统的全阶鲁棒H∞滤波器存在的充分条件,并将滤波器的设计转化为一个凸优化的求解问题.与传统的基于二次稳定的滤波方案相比,该滤波器设计方法具有较小的保守性.

The problem of robust H∞ filtering for systems with uncertain parameters residing in a polytope is discussed based on the parameter-dependent bounded real lemma proposed by Shaked. By means of linear matrix inequality technique, the existence condition for the full-order robust H∞ filters is derived. The filter design is transformed into a convex optimization problem in terms of linear matrix inequality, which can be solved via efficient interior point algorithms. The proposed filter design procedure is much less conservative than earlier result that is based on the quadratic stability notion.