不确定时变采样数据系统的鲁棒H_∞滤波  

Robust H_∞ Filtering for Uncertain Time-varying Sampled-Data System

作　　者：刘山[1] 田作华[1] 杨晓军[1] 

机构地区：[1]上海交通大学自动控制系,上海200030

出　　处：《计算机仿真》2006年第2期67-69,124,共4页Computer Simulation

摘　　要：研究了一类时变采样不确定系统的鲁棒H∞滤波问题。视参数不确定性为外部扰动,通过构造辅助信号,将不确定时变采样数据系统的鲁棒H∞滤波转化为确定性时变采样数据系统的H∞滤波问题,然后利用离散跳变系统的有界实引理,提出了不确定时变采样数据系统的鲁棒H∞滤波的新定理。滤波器的存在性等价于一组带有限离散跳变的R iccat方程有解性,同时给出了滤波器的参数化设计方法。方法的主要优点是:在鲁棒H∞滤波器存在性定理的证明过程中,通过寻找适当的尺度因子将鲁棒滤波问题转化为等价的确定性滤波问题,没有采用不等式关系,从而避免了同类研究中复杂的证明过程。Robust H∞ filtering for a class of uncertain time - varying sampled - data system is investigated. Treating uncertain parameters as exogenous disturbance, robust H∞ filtering problem for uncertain time - varying sampled - data system is converted to deterministic H∞ filtering problem for time - varying sampled - data system without uncertainty. By using bounded real lemma for linear system with finite discrete jumps, a new lemma to robust H∞ filtering for uncertain time - varying sampled - data system is proposed. Existence of the filter is equivalent to solvability of a set of Riccati equation with finite discrete jumps. Moreover, a parameterized approach for the filter＇s design is also provided. The main advantage of the proposed approach lies in that in the proof of robust H∞ filter＇s existence, robust filtering problem is transformed to an equivalent deterministic filtering problem by seeking proper sealing factor instead of using equality relations, which greatly simplifies the proof in related literatures.

关 键 词：采样数据系统 鲁棒滤波 黎卡提方程 

分 类 号：TP277[自动化与计算机技术—检测技术与自动化装置]