不确定随机线性重复过程的鲁棒L_2-L_∞滤波  

Robust L_2-L_∞Filtering of Uncertain Stochastic Linear Repetitive Processes

作　　者：祁晓钰[1] 齐迹[2] 沙丽娟[2] 

机构地区：[1]齐齐哈尔大学通信与电子工程学院,黑龙江齐齐哈尔161006 [2]齐齐哈尔大学计算机与控制工程学院,黑龙江齐齐哈尔161006

出　　处：《信息与控制》2010年第3期268-275,共8页Information and Control

摘　　要：研究了不确定随机线性重复过程的鲁棒L_2-L_∞滤波问题.通过设计一个全阶滤波器使不确定随机线性重复过程均方渐近稳定,给出鲁棒L_2-L_∞全阶滤波器存在的充分条件,并将滤波器的设计转化为一个凸优化的求解问题.所设计的滤波器能够保证相对于所有能量有界的外界扰动信号,重复过程的L_2-L_∞性能指标小于定值γ.仿真实例证实了该设计方法的有效性.The problem of robust L2-L∞filtering for a class of uncertain stochastic linear repetitive processes is investigated. A full-order filter is designed which guarantee mean-square asymptotically stable of uncertain stochastic linear repetitive processes.The sufficient conditions for the existence of L2-L∞full-order filter are proposed,and the corresponding filter design is cast into a convex optimization problem.The designed full-order filter can ensure L2-L∞ performance is smaller than givenγfor the repetitive processes with respect to all energy-bounded external disturbance signals.A numerical example illustrates the effectiveness of the proposed design scheme.

关 键 词：随机线性重复过程 L2-L∞滤波 线性矩阵不等式 参数不确定性 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]