东北大学学报（自然科学版）

东北大学学报(自然科学版) ›› 2006, Vol. 27 ›› Issue (12): 1299-1302.DOI: -

• 论著 •    下一篇

一类随机不确定系统鲁棒H_∞滤波器的设计算法

孙平;井元伟;   

  1. 东北大学信息科学与工程学院;东北大学信息科学与工程学院 辽宁沈阳110004;辽宁沈阳110004
  • 收稿日期:2013-06-23 修回日期:2013-06-23 出版日期:2006-12-15 发布日期:2013-06-23
  • 通讯作者: Sun, P.
  • 作者简介:-
  • 基金资助:
    国家自然科学基金资助项目(60274099);;

Design algorithm of robust H∞ filter for a class of stochastic uncertain systems

Sun, Ping (1); Jing, Yuan-Wei (1)   

  1. (1) School of Information Science and Engineering, Northeastern University, Shenyang 110004, China
  • Received:2013-06-23 Revised:2013-06-23 Online:2006-12-15 Published:2013-06-23
  • Contact: Sun, P.
  • About author:-
  • Supported by:
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摘要： 利用Lyapunov理论研究了鲁棒H∞滤波问题.对所有的时变不确定性,设计了一个稳定的滤波器使滤波误差满足指定的H∞性能.为了简化问题的推导过程,引入了辅助系统,并给出了滤波器存在的充分且必要条件.通过矩阵变换得到了设计滤波器的LMI方法,利用LMI工具箱可以方便地得到滤波器的表达形式.最后,数值算例说明了所设计方法的有效性和可行性.

关键词: 随机不确定系统, 辅助系统, 均方稳定, 鲁棒H∞滤波, 鲁棒H∞性能, 线性矩阵不等式

Abstract: The robust H∞ filtering problem is studied using Lyapunov theory. A filter is therefore designed to ensure its robust stability which enables the filtering error to meet the requirements of prescribed H∞ performance for all admissible time-varying uncertainties. An auxiliary system is introduced to simplify the process of deduction, and the sufficient and necessary conditions for the existence of H∞ filter are given. An LMI method for designing filters is obtained through matrixing, thus giving conveniently the expression of filter with LMI as tool kit. A numerical example shows that the method is effective and feasible.

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