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不确定连续系统的鲁棒L2-L∞滤波新方法

高会军 王常虹

自动化学报2003,Vol.29Issue(6):809-814,6.
自动化学报2003,Vol.29Issue(6):809-814,6.

不确定连续系统的鲁棒L2-L∞滤波新方法

New Approach to Robust L2-L∞ Filter Design for Uncertain Continuous-Time Systems

高会军 1王常虹1

作者信息

  • 1. 哈尔滨工业大学惯性导航测试设备研究中心,哈尔滨,150001
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摘要

Abstract

With the help of Projection Lemma, a new L2- L∞ performance criterion is derived,which exhibits a kind of decoupling between Lyapunov matrix and system matrices. This kind of decoupling is enabled by introduction of an additional slack variable and enables us to obtain a parameter-dependent Lyapunov function for polytopic uncertain systems. Upon the proposed performance condition and by means of linear matrix inequality technique, both full-order and reduced-order robust L2-L∞ filtering problems are solved in a unified framework. The proposed approach can be further extended to deal with filtering problems with pole constraint. Compared with earlier result in the quadratic framework, our approach turns out to be less conservative.

关键词

鲁棒滤波,线性矩阵不等式,L2-L∞性能,降阶滤波

Key words

Robust filtering, linear matrix inequality, L2-L∞ performance, reduced-order filter

分类

信息技术与安全科学

引用本文复制引用

高会军,王常虹..不确定连续系统的鲁棒L2-L∞滤波新方法[J].自动化学报,2003,29(6):809-814,6.

基金项目

Supported by National Natural Science Foundation of P. R. China (69874008) (69874008)

自动化学报

OA北大核心CSCDCSTPCD

0254-4156

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