时变块对角参数不确定线性系统的鲁棒H∞滤波  

Robust H∞ Filtering for Linear Systems with Time-varying Block-diagonal Parameter Uncertainty

作　　者：徐国亮[1] 王子栋[1] 

机构地区：[1]南京理工大学理学院,南京210094

出　　处：《南京理工大学学报》1996年第2期143-146,共4页Journal of Nanjing University of Science and Technology

基　　金：国家自然科学基金资助课题

摘　　要：该文考虑具有时变块对角参数不确定性的线性连续系统的鲁棒H∞滤波问题，即设计线性状态估计器，使得对所有可允的时变块对角参数扰动．估计系统二次稳定且估计误差满足预先给定的H∞干扰衰减的约束．基于关于干扰衰减二次稳定的概念，将一个不确定系统的鲁棒H∞滤波问题转化为一个标准的确定性系统的H∞滤波问题。匿文利用Riccati代数方程方法解决了上述问题，并导出了状态估计器存在的充分必要条件及合乎要求的估计器的表达式。This paper deals with the problem of the robust H∞ filtering for linear system with time-varying block-diagonal parameter uncertainty. The problem addressed is the design of an unbiased linear state estimator that guarantees both quadratic stability anda prescribed H∞ performance on infinite horizon for the estimation error dynam ics for all admissble block-diagonal uncertainties. Based on the notion of quadratic stability with disturbance attenuation, the problem of the robust H∞ filtering for uncertain system s can be converted to a standard H∞ filtering for certain systems. A R iccatiequation approach is developed to solve the above problem. Necessary and sufficient conditions for the existence of a state estimator have been derived and the state estimator is given.

关 键 词：不确定系统 鲁棒性 黎卡提代数方程 线性连续系统 线性状态估计器 H∞滤波 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程] O231[自动化与计算机技术—控制科学与工程]