时滞离散马尔科夫跳跃系统l_2-L_∞的滤波  

Study on l_2-L_∞ filtering for Markov jump systems with time-delays

作　　者：王红茹 由珊珊 

机构地区：[1]哈尔滨工程大学信息与通信工程学院,哈尔滨150001

出　　处：《哈尔滨商业大学学报（自然科学版）》2015年第1期50-55,共6页Journal of Harbin University of Commerce：Natural Sciences Edition

摘　　要：针对时滞离散马尔科夫跳跃系统的l2-L∞滤波问题进行的研究,通过建立的l2-L∞性能准则,采用线性矩阵不等式(LMI)技术推导出l2-L∞滤波器存在的充分条件,在推导过程中引入附加矩阵,降低了滤波器的保守性.所设计的滤波器不但保证了滤波误差系统随机稳定,而且满足给定的l2-L∞性能指标.仿真算例表明所设计的滤波器是可行的.The problem of l2- L∞filter design for discrete- time system with Markov jump was investigated and a l2- L∞performance criteria was proposed to guarantee the filtering error systems to be stochastically admissible in this paper. The sufficient conditions for the existence of l2- L∞filter were presented based on the proposed performance criteria. The problem of filter design was converted into a parameter optimization problem with linear matrix inequality（ LMI） constraint. A numerical example was provided to illustrate the effectiveness of the proposed method.

关 键 词：L2-L∞滤波 时滞系统 线性矩阵不等式 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]