应用数学
應用數學
응용수학
MATHEMATICA APPLICATA
2012年
2期
438-446
,共9页
鲁棒H∞滤波%随机系统%奇异系统%参数不确定性%Markovian转换%时变时滞
魯棒H∞濾波%隨機繫統%奇異繫統%參數不確定性%Markovian轉換%時變時滯
로봉H∞려파%수궤계통%기이계통%삼수불학정성%Markovian전환%시변시체
Robust H∞ filtering%Stochastic system%Singular system%Parameter uncertainty%Markovian switching%Time-varying delay
本文处理了一类具与模式有关的时变时滞和Markovian转换的不确定奇异随机系统的鲁棒H∞滤波问题.所考虑的系统包含参数不确定性,Markovian参数,随机扰动和与模式有关的时变时滞.本文的目的是设计一个滤波器以保证滤波错误系统是正则的、无脉冲的、鲁棒指数均方稳定的和可达到一个给定的H∞扰动衰减水平.文章首先得到所求鲁棒指数H∞滤波器存在的充分条件,然后给出所求滤波器参数的显示表示.
本文處理瞭一類具與模式有關的時變時滯和Markovian轉換的不確定奇異隨機繫統的魯棒H∞濾波問題.所攷慮的繫統包含參數不確定性,Markovian參數,隨機擾動和與模式有關的時變時滯.本文的目的是設計一箇濾波器以保證濾波錯誤繫統是正則的、無脈遲的、魯棒指數均方穩定的和可達到一箇給定的H∞擾動衰減水平.文章首先得到所求魯棒指數H∞濾波器存在的充分條件,然後給齣所求濾波器參數的顯示錶示.
본문처리료일류구여모식유관적시변시체화Markovian전환적불학정기이수궤계통적로봉H∞려파문제.소고필적계통포함삼수불학정성,Markovian삼수,수궤우동화여모식유관적시변시체.본문적목적시설계일개려파기이보증려파착오계통시정칙적、무맥충적、로봉지수균방은정적화가체도일개급정적H∞우동쇠감수평.문장수선득도소구로봉지수H∞려파기존재적충분조건,연후급출소구려파기삼수적현시표시.
This paper deals with the robust H∞ filtering problem for a class of uncertain linear singular stochastic systems with Markovian switching and mode-dependent time-varying delays,The system under consideration involves parameter uncertainties,Markovian parameters,stochastic disturbances and mode-dependent time-varying delays.The aim of this paper is to design a filter such that the filtering error system is regular,impulse free,robustly exponentially mean-square stable and a prescribedH∞ disturbance attenuation level is guaranteed.A sufficient condition of the existence of the desired robust exponential H∞ filter is given firstly.After that,an explicit expression of the desired filter parameters is characterized.
