东北大学学报（自然科学版）

东北大学学报(自然科学版) ›› 2011, Vol. 32 ›› Issue (12): 1778-1781.DOI: -

• 论著 • 上一篇    下一篇

变形监测数据滤波的H_2/H_∞混合凸优化方案

毛亚纯;沙成满;王恩德;   

  1. 东北大学资源与土木工程学院;
  • 收稿日期:2013-06-19 修回日期:2013-06-19 发布日期:2013-04-04
  • 通讯作者: -
  • 作者简介:-
  • 基金资助:
    国家高技术研究发展计划项目(2007AA06Z108)

Mixed H2/H∞ convex optimal schemes used on filter of monitored deformation data

Mao, Ya-Chun (1); Sha, Cheng-Man (1); Wang, En-De (1)   

  1. (1) School of Resources and Civil Engineering, Northeastern University, Shenyang 110819, China
  • Received:2013-06-19 Revised:2013-06-19 Published:2013-04-04
  • Contact: Mao, Y.-C.
  • About author:-
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摘要： 目前流行的滤波方法卡尔曼滤波方法、小波处理方法不能处理非白噪声.针对噪声由白噪声和非白能量有限噪声组成情况,H∞优化滤波器考虑了非白能量有限噪声的最坏情况,但未顾及白噪声的影响.在噪声信号和系统的范数分析基础上,使用了混合滤波优化指标J作为优化目标,并给出其物理含义.针对H2滤波方案和H∞滤波方案的优缺点,通过LMI凸优化方法求解混合滤波器,并给出了仿真算例.

关键词: 噪声, 滤波器, 变形监测, 估计误差, 凸优化

Abstract: Currently, widely used filtering methods such as wavelet and Kalman methods are not appropriate for filtering the non-white noise. According to the noise components of white part and limited energy part, the worst condition of limited energy noise was considered in H∞ filter, but the influence of white noise was ignored. Based on the norm analysis of noise signals and filter system, the mixed optimal control index J was chosen as the target index and its physical implication was discussed. Considering the merit and defect of the H2 and H∞ filter scheme, the filter by LMI convex optimal solution was established. A simulation example was shown at last.

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