具有稳定度约束的随机系统H∞滤波器设计  

H_∞ Filter Design with Stability Degree Constraint of Stochastic Systems

作　　者：李庆华[1,2] 张维海[3] 王洪君[1] 

机构地区：[1]山东大学信息科学与工程学院,山东济南250100 [2]山东轻工业学院电子信息与控制工程学院,山东济南250353 [3]山东科技大学信电学院,山东青岛266510

出　　处：《系统仿真学报》2008年第13期3482-3486,共5页Journal of System Simulation

基　　金：国家自然科学基金(60474013)

摘　　要：系统的暂态速率与系统的极点位置有关,怎样在保证系统快速收敛的前提下进行滤波器的设计是一个值得研究的问题。将H∞滤波器的设计问题与系统的收敛速度相结合,讨论一类具有稳定度约束条件的连续时间随机线性系统的鲁棒H∞滤波器设计,并利用线性矩阵不等式组(LMIs)给出该类滤波器存在的充分必要条件,最后,通过一个仿真实例来验证我们所得结果的正确性。It is well known that the transient rate of dynamical system is associated with the system poles＇ placements. How to design a filter that can guarantee a faster convergence speed is an interesting problem in stochastic systems. A combination of H∞ filter design was made with the system convergence speed, the robust H∞ filter design problem for one class of stochastic linear continuous system was discussed with stability degree constraint, and a necessary and sufficient condition for the existence of such filter via linear matrix inequalities （LMIs）_was proposed. Finally, a practical example was given to illustrate the effectiveness of the theory.

关 键 词：随机线性系统 H∞滤波器设计 稳定度约束 线性矩阵不等式组 

分 类 号：TP277[自动化与计算机技术—检测技术与自动化装置]