| 广义时变系统的鲁棒H2/H∞滤波 |
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| 引用本文：苏晓明，陈蓓蓓.广义时变系统的鲁棒H2/H∞滤波[J].计算技术与自动化,2016,(3):1-8 |
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| 中文摘要:研究一类广义时变系统的鲁棒H2/H∞滤波器的设计问题。 利用具有参数依赖的Lyapunov函数，结合线性矩阵不等式分别给出了使滤波误差系统容许且满足H∞性能约束的充分条件、使滤波误差系统容许且满足H2性能约束的充分条件以及使滤波误差系统容许且满足H2/H∞性能指标的充分条件。 基于该具有参数依赖Lyapunov函数的鲁棒H2/H∞性能准则推导出鲁棒H2/H∞滤波器存在的充分条件，并将滤波器的设计问题转化为线性矩阵不等式约束优化问题。 最后通过数值算例表明该方法的有效性。 |
| 中文关键词:广义时变系统 Lyapunov 函数 H2/H∞性能 鲁棒H2/H∞滤波器 线性矩阵不等式 |
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| Robust H2/H∞ Filtering for Time-varying Descriptor Systems |
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| Abstract:This paper deals with the robust H2/H∞ filtering for time-varying descriptor system with uncertain. Using the different parameter-dependent Lyapunov functions and LMI, the sufficient conditions for boundedness of the H∞ norm and for minimum of H2 norm for the filtering error systems are presented respectively. And then based on the above, the sufficient condition which both satisfies H∞ performance index and H2 performance index, the asymptotic stable for the augmented filtering error systems is presented. On the basis of the robust H2/H∞ performance criterion, the sufficient condition for the existence of robust H2/H∞ filtering is given. and the problem of filter design is converted into a parameter optimization problem with linear matrix inequality constraint. Finally, a numerical example is given to show the efficiency of the proposed method. |
| keywords:the time-varying descriptor systems Lyapunov functions H2/H∞ performance robust H2/H∞ filtering linear matrix inequality |
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