具有测量数据丢失的鲁棒H_2/H_∞滤波新方法  

New approach to robust H_2/H_∞ filtering for uncertain systems with missing measurement

作　　者：阮玉镇[1] 詹耀清[2] 王武[2] 杨富文[2] 

机构地区：[1]福建工程学院机电及自动化工程系,福建福州350014 [2]福州大学电气工程与自动化学院,福建福州350002

出　　处：《闽江学院学报》2007年第5期32-38,共7页Journal of Minjiang University

基　　金：国家自然科学基金项目(60604027);福建省自然科学基金项目(A0510009);福建工程学院科研发展基金(GY-Z0673)

摘　　要：针对一类具有测量数据丢失的不确定离散随机系统,讨论鲁棒H2/H∞滤波器的问题.文章的目的是应用一种新的方法设计滤波器,使得对于所有可能的测量数据丢失和所能容许的不确定性,滤波误差系统都是均方意义下指数稳定,且同时具有H2/H∞性能特性.利用线性矩阵不等式(LM I)的方法给出满足给定性能的滤波器存在的充分条件.并通过数值仿真和对比结果验证了所提出算法的可行性.The robust H2/H∞ filtering problem is studied for a class of uncertain discrete-time stochastic system with missing measurement. A filter, for all possible missing measurement and admissible uncertainty, is designed to make sure that the estimation error system is exponentially mean-square quadratically stable, and guarantee a prescribed H2 and H∞ performance simultaneously. The sufficient condition for existence of the filter is given by using the technique of the linear matrix inequalities（LMI） , a new approach is established to solve the robust H2/H∞ filtering problem. At last, a numerical example and the result of contrast have been presented to demonstrate the feasibility of the new proposed design approach.

关 键 词：不确定离散系统 数据丢失 滤波 鲁棒H2/H∞ 线性矩阵不等式 

分 类 号：TN713[电子电信—电路与系统]