摘要
本文研究了具有马尔可夫跳变参数和范数有界非线性函数项的离散时间系统的鲁棒H_∞滤波问题.首先给出了滤波增广系统H_∞的定义和均方渐进稳定性的定义,然后基于线性矩阵不等式(LMI)方法给出了滤波问题可解的充分条件和滤波器增益的设计方法,从而保证所得到的滤波误差增广系统是均方渐进稳定的并且其H_∞范数小于一个给定的干扰抑制水平γ2,其中γ> 0.最后给出了一个数值例子来说明所得结果的有效性.
In this paper,the robust H∞ filtering problem is conducted for discrete-time systems with both Markov jump parameters and norm bounded nonlinear functions.The definitions of the H ∞norm and the mean square asymptotic stability of the filter estimation system are first given.Then,based on the linear matrix inequality(LMI)method,the sufficient condition for the solvability of the filtering problem and the design method of the filter gain are derived to ensure that the obtained filter error estimation system is mean square asymptotically stable with prescribed H∞ performance γ^2,whereγ>0.Finally,a numerical example is exploited to demonstrate the validity of the obtained results.
作者
庄继晶
ZHUANG Ji-jing(School of Mathematics and System Science,Shandong University of Science and Technology,Qingdao 266590,China)
出处
《枣庄学院学报》
2019年第2期51-57,共7页
Journal of Zaozhuang University