摘要
研究一类广义时变系统的鲁棒H_2/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H_2性能约束的充分条件以及使滤波误差系统容许且满足H_2/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H_2/H_∞性能准则推导出鲁棒H_2/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。
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 aug- mented 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 opti- mization problem with linear matrix inequality constraint. Finally, a numerical example is given to show the efficiency of the proposed method.
出处
《计算技术与自动化》
2016年第3期1-8,共8页
Computing Technology and Automation
基金
国家自然科学基金资助项目(61074005)
辽宁省高等教育基金资助项目(LR2012005)
