离散马尔可夫跳跃系统的鲁棒H_∞滤波  

Robust H_∞ Filtering for Discrete Markov Jump System

作　　者：王红茹 刘士科 

机构地区：[1]哈尔滨工程大学信息与通信工程学院,黑龙江哈尔滨150001

出　　处：《电子科技》2014年第9期16-20,共5页Electronic Science and Technology

摘　　要：研究了离散时滞不确定马尔可夫跳跃系统的鲁棒H∞滤波器设计,其中系统的参数为范数有界不确定且时滞相关。基于李雅普诺夫函数的方法和引入附加矩阵,得到新的稳定条件,具有较小的保守性。根据得到的稳定条件,通过求解LMI得到滤波器参数,并最终通过数据示例验证方法的可行性。This paper considers the robust H∞ filtering problem for linear uncertain Discrete Markovian jump system with time-varying delays and system parameters for norm of bounded uncertainty. Based on the Lyapunov functional theory and the introduction of additional matrix,new criteria are derived for the H performance analysis of the filtering-error systems,which lead to much less conservative analysis results. Then based on the obtained conditions,the gain of filter is obtained in terms of linear matrix inequalities（LMIs）. Finally,numerical results are provided to show the effectiveness of the designed H filter.

关 键 词：鲁棒H∞滤波 离散马尔可夫跳跃系统 线性矩阵不等式 

分 类 号：TP271.74[自动化与计算机技术—检测技术与自动化装置]