不确定随机线性重复过程的鲁棒L2-L滤波

Robust L2-L Filtering of Uncertain Stochastic Linear Repetitive Processes

  • 摘要: 研究了不确定随机线性重复过程的鲁棒L2-L滤波问题.通过设计一个全阶滤波器使不确定随机线性重复过程均方渐近稳定,给出鲁棒L2-L全阶滤波器存在的充分条件,并将滤波器的设计转化为一个凸优化的求解问题.所设计的滤波器能够保证相对于所有能量有界的外界扰动信号,重复过程的L2-L性能指标小于定值γ.仿真实例证实了该设计方法的有效性.

     

    Abstract: The problem of robust L2-Lfiltering for a class of uncertain stochastic linear repetitive processes is investigated. A full-order filter is designed which guarantee mean-square asymptotically stable of uncertain stochastic linear repetitive processes.The sufficient conditions for the existence of L2-Lfull-order filter are proposed,and the corresponding filter design is cast into a convex optimization problem.The designed full-order filter can ensure L2-Lperformance is smaller than given γ for the repetitive processes with respect to all energy-bounded external disturbance signals.A numerical example illustrates the effectiveness of the proposed design scheme.

     

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