| 引用本文: | 张维海.随机不确定系统的鲁棒H∞ 滤波(英文)[J].控制理论与应用,2003,20(5):741~745.[点击复制] |
| ZHANG Wei-hai.Robust H-infinity filtering of stochastic uncertain systems[J].Control Theory and Technology,2003,20(5):741~745.[点击复制] |
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| 随机不确定系统的鲁棒H∞ 滤波(英文) |
| Robust H-infinity filtering of stochastic uncertain systems |
| 摘要点击 1486 全文点击 1088 投稿时间：2002-04-30 修订日期：2002-11-20 |
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| DOI编号 10.7641/j.issn.1000-8152.2003.5.018 |
| 2003,20(5):741-745 |
| 中文关键词 随机H∞滤波 不确定性 Wiener过程 线性矩阵不等式 |
| 英文关键词 stochastic H-infinity filtering uncertainty Wiener process linear matrix inequality |
| 基金项目 |
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| 中文摘要 |
| 研究在同时具有参数和随机不确定的情况下的鲁棒H∞ 估计问题. 假设系统的方程由It^o随机微分方程描述, 不确定的参数是范数有界的, 外部干扰是随机不确定的. 通过解一个线性矩阵不等式, 可以设计鲁棒H∞ 滤波器, 最后给出的一个例子对理论分析进行了阐述. |
| 英文摘要 |
| The robust H-infinity estimation under parametric and stochastic uncertainties was studied. It was assumed that the uncertain parameter was norm bounded, the exogenous disturbance was stochastic uncertain and the systems were expressed by It's stochastic differential equations. The H-infinity filtering was constructed via solving a linear matrix inequality, and an example was presented to illustrate the developed theory. |