线性不确定系统最优保成本滤波器设计的LMI方法

研究了一类线性不确定系统保成本滤波器的设计问题，用线性矩阵不等式LMI（linear matrix inequality)的形式给了保成本钱棒滤波器存在的简便检验方法，由线性矩阵不等式的解直接得到滤波器各参数的值，对保成本滤波器存在的系统，进一步优化保成本矩阵，获得了最优保成本滤波器，同时保证系统具有很好的鲁棒稳定性。最后给出了一个仿真实例，以验证本文结果的有效性。

Optimal Guaranteed Cost Filter Design for Linear Uncertain Systems by LMI Approach

The guaranteed cost filter design problem for a class of linear time varying uncertain systems is studied in this paper. A convenient method for the existence of robust guaranteed cost filter is given in the form of Linear Matrix Inequality (LMI). The solutions of the LMI method determine the parameters of the filter directly. The cost matrix can be optimized to get the optimal guaranteed cost filter if it exists. The robust stability of system can be guaranteed at the same time. A simulation example is given to prove the efficiency of the research result.