变形监测数据滤波的H_2/H_∞混合凸优化方案  

Mixed H_2/H_∞ Convex Optimal Schemes Used on Filter of Monitored Deformation Data

作　　者：毛亚纯[1] 沙成满[1] 王恩德[1] 

机构地区：[1]东北大学资源与土木工程学院,辽宁沈阳110819

出　　处：《东北大学学报（自然科学版）》2011年第12期1778-1781,共4页Journal of Northeastern University(Natural Science)

基　　金：国家高技术研究发展计划项目(2007AA06Z108)

摘　　要：目前流行的滤波方法卡尔曼滤波方法、小波处理方法不能处理非白噪声.针对噪声由白噪声和非白能量有限噪声组成情况,H∞优化滤波器考虑了非白能量有限噪声的最坏情况,但未顾及白噪声的影响.在噪声信号和系统的范数分析基础上,使用了混合滤波优化指标J作为优化目标,并给出其物理含义.针对H2滤波方案和H∞滤波方案的优缺点,通过LMI凸优化方法求解混合滤波器,并给出了仿真算例.Currently,widely used filtering methods such as wavelet and Kalman methods are not appropriate for filtering the non-white noise.According to the noise components of white part and limited energy part,the worst condition of limited energy noise was considered in H∞ filter,but the influence of white noise was ignored.Based on the norm analysis of noise signals and filter system,the mixed optimal control index J was chosen as the target index and its physical implication was discussed.Considering the merit and defect of the H2 and H∞ filter scheme,the filter by LMI convex optimal solution was established.A simulation example was shown at last.

关 键 词：噪声 滤波器 变形监测 估计误差 凸优化 

分 类 号：TU196[建筑科学—建筑理论] O211.64[理学—概率论与数理统计]