连续随机时滞系统L2-L∞滤波设计  

L_2-L_∞ filter design for stochastic time-delay systems

作　　者：夏建伟[1] 徐胜元[1] 邹云[1] 晏谢飞[1] 

机构地区：[1]南京理工大学自动化学院

出　　处：《控制与决策》2008年第5期597-600,共4页Control and Decision

基　　金：国家自然科学基金项目(60074007)

摘　　要：研究了连续随机时滞系统的L2-L∞滤波器的设计问题.利用引入参数变量的方法,以线性矩阵不等式形式,给出依赖于时滞的充分条件,从而保证滤波误差方程随机渐近稳定且满足L2-L∞性能指标,且所得结果较以往结果具有更小的保守性.仿真例子表明了该方法的有效性.A problem of Le-L∞： filter design for a class of stochastic time-delay systems is studied. By introducting matrix parameters, delay-dependent sufficient conditions are presented in terms of linear matrix inequality, which guarantees that the filtering error system is stochastically stable and satisfies the performance index of L2-L∞. Less conservatism is obtained. A desired filter can be constructed by solving certain linear matrix inequalities. A simulation example shows the effectiveness of the proposed method.

关 键 词：L2-L∞滤波 线性矩阵不等式 随机系统 时滞 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]