随机不确定系统的鲁棒H∞ 滤波(英文)

Robust H-infinity filtering of stochastic uncertain systems

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

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.