| 引用本文: | 毛卫华,邓飞其,万安华.随机Markov跳跃时滞系统的鲁棒H∞指数滤波器设计[J].控制理论与应用,2014,31(4):501~510.[点击复制] |
| MAO Wei-hua,DENG Fei-qi,WAN An-hua.Robust H∞ exponential filtering for stochastic Markovian jump time-varying delay systems[J].Control Theory and Technology,2014,31(4):501~510.[点击复制] |
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| 随机Markov跳跃时滞系统的鲁棒H∞指数滤波器设计 |
| Robust H∞ exponential filtering for stochastic Markovian jump time-varying delay systems |
| 摘要点击 2970 全文点击 1668 投稿时间：2012-11-30 修订日期：2013-12-24 |
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| DOI编号 10.7641/CTA.2014.21207 |
| 2014,31(4):501-510 |
| 中文关键词 随机系统 时滞 不确定系统 Markov跳跃 鲁棒H∞滤波 均方指数稳定性 广义Finsler引理 线性矩阵不等式 |
| 英文关键词 stochastic systems time delay uncertain systems Markovian jumps robust H∞ filtering mean-square exponential stability generalized Finsler lemma linear matrix inequalities |
| 基金项目 国家自然科学基金资助项目(61273126, 11201495); 中央高校基本科研业务费专项资金资助项目(13lgpy31); 教育部高校博士点专项资助项目(20130172110027). |
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| 中文摘要 |
| 研究了一类不确定随机Markov跳跃时滞系统的鲁棒H∞指数滤波问题. 应用Lyapunov-Krasovskii稳定性理论和广义Finsler引理, 建立了滤波器存在的时滞相关条件, 避免了使用模型变换方法和自由权矩阵方法所带来的保守性和繁冗的计算, 鲁棒H∞指数滤波器可通过求解联立线性矩阵不等式设计. 数值例子说明了所采用方法的有效性. |
| 英文摘要 |
| The robust H∞ exponential filtering problem has been investigated for a class of uncertain stochastic systems with Markovian jump parameters and interval mode-dependent time-varying delays. By Lyapunov-Krasovskii theory and generalized Finsler lemma, novel delay-dependent sufficient conditions are obtained to guarantee the existence of desired exponential H∞ filter, which can be constructed by solving simultaneous linear matrix inequalities. Neither model transformations nor free-weighting matrices are involved; therefore, conservatism and computation burden resulting from them can be avoided. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed method. |