东北大学学报（自然科学版）

东北大学学报(自然科学版) ›› 2009, Vol. 30 ›› Issue (2): 158-161.DOI: -

• 论著 • 上一篇    下一篇

一类非线性随机系统的模糊双曲H_∞滤波

解相朋;张化光;   

  1. 东北大学流程工业综合自动化教育部重点实验室;东北大学信息科学与工程学院;
  • 收稿日期:2013-06-22 修回日期:2013-06-22 出版日期:2009-02-15 发布日期:2013-06-22
  • 通讯作者: Xie, X.-P.
  • 作者简介:-
  • 基金资助:
    国家自然科学基金资助项目(60521003,60774048,60728307);;

Fuzzy hyperbolic H∞ filter for a class of nonlinear stochastic systems

Xie, Xiang-Peng (1); Zhang, Hua-Guang (1)   

  1. (1) Key Laboratory of Integrated Automation of Process Industry, Northeastern University, Shenyang 110004, China; (2) School of Information Science and Engineering, Northeastern University, Shenyang 110004, China
  • Received:2013-06-22 Revised:2013-06-22 Online:2009-02-15 Published:2013-06-22
  • Contact: Xie, X.-P.
  • About author:-
  • Supported by:
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摘要： 针对伊藤型非线性随机系统,对基于模糊双曲正切模型的H∞滤波问题进行了研究.首先通过定义非线性随机系统的模糊双曲规则基,推导出系统的随机模糊双曲正切模型(SFHM);与Takagi-Sugeno(T-S)模糊模型相比,SFHM不需要前提结构的辨识和完备的前提参数空间,尤其是当所需模糊规则数很多时,采用SFHM明显比T-S模型计算负担小;然后基于该模型进行了滤波器的设计,把非线性随机H∞滤波设计中难以求解的二阶汉密尔顿-雅可比不等式问题转化为线性矩阵不等式问题.仿真结果验证了所提出方法的有效性.

关键词: 随机系统, 滤波, 模糊双曲正切模型, 线性矩阵不等式, 非线性系统

Abstract: Studies the problem of fuzzy H∞ filter for Ito-type nonlinear stochastic systems. With the fuzzy hyperbolic rule base defined, the stochastic fuzzy hyperbolic model (SFHM) is developed. The superiority of SFHM over Takagi-Sugeno (T-S) fuzzy model in practice is mainly that no identification of preconditional structure and complete parameter space are needed, especially SFHM costs obviously less than T-S fuzzy model in computation when a lot of fuzzy rules are needed. Furthermore, based on SFHM, the H∞ filter is designed to transform the second-order nonlinear Hamilton-Jacobi inequality problem which is difficult to solve in the design of nonlinear stochastic H∞ filter into the problem of linear matrix inequality, and the fuzzy hyperbolic H∞ filter is therefore given by solving the linear matrix inequalities instead. Simulation example is provided to illustrate the effectiveness of the proposed approach.

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