机构地区: 华南农业大学
出 处: 《控制理论与应用》 2014年第4期501-510,共10页
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. The robust H∞ exponential filtering problem is 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.