一类非线性随机不确定系统的鲁棒滤波

研究了满足下列条件的一类非线性随机不确定系统的鲁棒H∞滤波问题：假设系统的线性部分的参数矩阵带有不确定性,且不确定参数是时变范数有界的,而非线性项在原点处满足一致Lipschitz条件,外部干扰是一个随机过程. 通过线性矩阵不等式,给出了该系统的鲁棒H∞滤波器存在的一个充分条件,最后给出一个实例说明此方法的可行性.

Robust H∞ filtering for a class of nonlinear stochastic uncertain systems

For a class of nonlinear stochastic uncertain systems, its robust H∞ filtering problem has been studied. It is assumed that the uncertain matrices in the nonlinear term are time varying and norm bounded, while the nonlinear terms satisfy uniformly Lipschitz condition at the origin, and furthermore, the external disturbance is a stochastic process. A sufficient condition for the existence of H∞ filtering of the nonlinear stochastic systems is given via linear matrix inequalities, and an example is also presented to illustrate the effectiveness of the result.