基于有限频段的Markov跳变系统有限时间H∞滤波

Finite-time H-infinity filtering for Markov jump systems in finite frequency domain

中文关键词  Markov跳变系统  有限频段  有限时间  H∞滤波  广义KYP引理

英文关键词  Markov jump systems  finite frequency  finite time  H-infinity filtering  generalized Kalman-Yakubovic- Popov (KYP) lemma

中文摘要

      传统Markov跳变系统H∞滤波方法要求所有子系统对全频域的噪声具有同样的干扰抑制水平, 由于没有 充分利用噪声的频率信息, 导致传统滤波方法可能含有较大的保守性. 本文针对特定频段的干扰信号, 提出基于有 限短时间的H∞滤波器设计方法. 在引入有限频段的同时, 结合有限短时间稳定理论, 提出有限频段以及有限时间 两尺度滤波方案, 为降低滤波理论的工程保守性提供了思路. 仿真结果表明本文所提滤波方法与现有滤波方法相 比, 具有一定的优越性.

英文摘要

      The traditional H-infinity filtering methods for Markov jump systems require all the subsystems have the same level of noise attenuation in full frequency. Because the frequency information of noise is not efficiently used, the traditional filtering methods may lead to more conservativeness. This paper proposes a finite time based H-infinity filter design method by considering the noise in specific frequency. Combining with the definition of finite frequency and finite time stability theory, we develop the finite frequency and finite time filtering scheme, named as two dimensional filtering technique, to reduce the engineering conservation of filtering theory. Simulation results show that the proposed filtering method has certain advantages compared with the existing ones.