不确定线性周期系统的满意滤波

摘要

The satisfactory filter problem is studied for linear multi-rate periodic systems with pa rameter uncertainty. The problem under consideration is to design a satisfactory filter such that the resulting filtering system is asymptotically stable and meets desired H-infinity rejection level for all admissible parameter uncertainty. Based on the satisfactory estimation idea, the problem is firstly converted into a problem of solving Riccati matrix inequalities (RMI). Then the latter is cast into a feasibility problem of a system of linear matrix inequalities (LMI) via matrix transform and LMI technique. A design method of satisfactory filter meeting desired multiple objectives is then provided which is effective by using Matlab-LMI computational software. Finally, a simulating example confirms the results obtained.%针对线性周期多采样率系统的满意滤波问题,根据满意估计思想,将结构不确定周期系统满足滤波系统稳定与H∞指标的满意估计问题转化为Riccati矩阵不等式求解问题,无须采用通常的提升手段而直接运用数值法与内点法进行周期系统多指标设计.利用线性矩阵不等式技术(LMI)提出了一种基于LMI的满意滤波器设计方法.仿真例子验证了相关的结论.