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测量数据丢失的随机不确定离散系统的鲁棒H_2状态估计 被引量:9

Robust H-two state estimation for stochastic uncertain discrete-time system with missing measurements
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摘要 由于频宽有限,或者传感器临时损坏,测量数据在网络中传输时可能会丢失.本文对一类测量数据丢失的不确定离散系统,研究了鲁棒H_2状态估计问题.所有的系统矩阵的参数都属于给定的凸多面体区域.测量数据的丢失是随机发生的,认为它是已知概率的Bernoulli随机序列.对于所有容许的不确定和可能的数据丢失,采用线性矩阵不等式方法,给出了全阶和降阶的H_2滤波器存在的充分条件.数值仿真表明本文所提方法的有效性. In the packet-based transmission of data over a network with limited bandwidth or temporary sensor failure, measurement data may be missing. The H-two filtering problem for an uncertain discrete-time system with missing measurement data is considered. The uncertain parameters in the system matrices are assumed to belong to a given convex bounded polyhedral domain. The occurrence of missing measurement data is random and is assumed to be a Bernoulli distributed sequence with known probability. Sufficient conditions are derived in terms of linear matrix inequalities (LMIs) for the existence of a full-and-reduced-order filter ensuring a prescribed H-two performance for all admissible uncertainties and the possible data missing. Numerical example is provided to demonstrate the feasibility of the proposed method.
出处 《控制理论与应用》 EI CAS CSCD 北大核心 2008年第3期439-445,共7页 Control Theory & Applications
基金 国家自然科学基金(60474049.60604027) 福建省自然科学基金(A0510009 2007J0018).
关键词 数据丢失 鲁棒H2滤波 凸多面体不确定 线性矩阵不等式 missing data robust H-two filtering polyhedral uncertainty LMI
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