引用本文:ZHANG Duan_jin, WU Jie.误差方差约束下Delta算子不确定系统的鲁棒H滤波(英文)[J].控制理论与应用,2003,20(2):307~311.[点击复制]
ZHANG Duan-jin, WU Jie.Robust H-infinity filtering for Delta operator formulated uncertain systems with error variance constraints[J].Control Theory and Technology,2003,20(2):307~311.[点击复制]
误差方差约束下Delta算子不确定系统的鲁棒H滤波(英文)
Robust H-infinity filtering for Delta operator formulated uncertain systems with error variance constraints
摘要点击 1732  全文点击 1311  投稿时间:2002-08-31  修订日期:2003-01-22
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DOI编号  10.7641/j.issn.1000-8152.2003.2.030
  2003,20(2):307-311
中文关键词  离散系统  Delta算子  鲁棒H滤波  误差方差约束
英文关键词  discrete time system  Delta operator  robust H-infinity filtering  error variance constraints
基金项目  
作者单位E-mail
ZHANG Duan_jin, WU Jie 郑州大学 信息工程学院, 河南郑州 450052
华南理工大学 电力学院, 广东广州 510640 
djzhang@zzu.edu.cn 
中文摘要
      研究Delta算子不确定系统在稳态估计误差方差约束下的鲁棒H滤波问题. 目的是设计滤波器, 使得系统在状态矩阵和输出矩阵均存在不确定性时, 滤波过程是渐近稳定的, 每个状态的稳态估计误差的方差不大于事先给定值, 且从噪声输入到误差输出的传递函数满足给定的H范数约束. 基于矩阵不等式方法, 提出了滤波器的存在条件和显式表达式. 所得结果可将连续和离散系统的有关结论统一到Delta算子框架.
英文摘要
      The problem of robust H ∞ filtering for the Delta operator formulated uncertain discrete time systems with error variance constraints is considered. The purpose is to design a linear filter such that for the system with norm bound parameter uncertainties in both the state and output matrices, the following three performance requirements are simultaneously satisfied:1) The filtering process is asymptotically stable; 2) The steady state variance of the estimation error of each state is not more than the individual prespecified value; 3) The transfer function from the exogenous noise inputs to the error state outputs meets a given H ∞ norm upper bound constraint. Sufficient conditions for the filter to meet H ∞ performance and steady state estimation error variance constraints are obtained in terms of algebraic matrix inequality approach, and the explicit expression of the desired filter is also derived. The proposed results can also bring existing H ∞ filtering conclusions of continuous time and discrete time systems into the unified Delta framework.