摘要
针对含有范数有界的不确定参数和能量有限但统计特性未知噪声的线性系统,提出了一种新的基于线性矩阵不等式(LMI)的滤波器设计方法,该滤波器对所有可容许参数都存在一个估计方差的上界,同时满足从系统噪声到估计误差的系统函数的无穷范数有上界。数值例子计算表明,该滤波器具有良好性能。
This paper is concerned with the linear systems with norm-bounded parameter uncertainties in both the state and output matrices and unknown statistic characteristics but limited power noise. A new design method of robust H∞ filter based on LMI approach is presented. The variance of the filtering error is guaranteed to be within a certain bound for all admissible uncertainties and the transfer function from disturbances to error state outputs satisfies the pre-specified H∞-norm upper bound constraint simultaneously. The simulation shows that the filter have good performance.
出处
《电路与系统学报》
CSCD
2004年第5期81-85,共5页
Journal of Circuits and Systems
基金
国家自然科学基金资助项目(60174029)
国防预研基金资助项目
