一类随机时滞系统的有限时间H_(∞)滤波  

Finite-time H_(∞)Filtering for a Class of Stochastic Time-delay Systems

作　　者：陈瑾 王天成 CHEN Jin;WANG Tiancheng(School of Mathematics and Statistics Science,Ludong University,Yantai 264039,China)

机构地区：[1]鲁东大学数学与统计科学学院,山东烟台264039

出　　处：《鲁东大学学报（自然科学版）》2023年第3期225-231,共7页Journal of Ludong University:Natural Science Edition

基　　金：国家自然科学基金(61573179)。

摘　　要：本文主要研究一类带有界干扰的随机时滞系统的有限时间H_(∞)滤波问题。将有限时间引入带时滞的H_(∞)滤波问题中,通过构造合适的李雅普诺夫泛函,结合It8公式得出随机时滞系统具有有限时间H_(∞)性能的滤波器的设计算法,使得滤波器的误差系统有限时间随机有界。同时,利用LMI工具箱求出满足有限时间H_(∞)性能的滤波器参数。最后数值算例说明本文方法的可行性。In this paper,the finite-time H_(∞)filtering problem is studied for a class of stochastic time-delay systems with bounded disturbances.Integrating finite time problems into H∞filtering problems with time-delay,the design algorithm of the filter with finite time H_(∞)performance for the stochastic system with time-delay was derived by constructing a suitable Lyapunov functional and combining it with Itôformula,so that the error system of the filter is stochastically bounded in finite time.Furthermore,the filter parameters satisfying the finite-time H_(∞)performance were obtained by using LMI toolbox.Finally,the feasibility of the proposed method was illustrated by a numerical example.

关 键 词：随机时滞系统 It8公式 有限时间随机有界 H_(∞)滤波 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]