离散马尔可夫跳跃系统的鲁棒H∞滤波

摘要

研究了离散时滞不确定马尔可夫跳跃系统的鲁棒H ∞滤波器设计，其中系统的参数为范数有界不确定且时滞相关。基于李雅普诺夫函数的方法和引入附加矩阵，得到新的稳定条件，具有较小的保守性。根据得到的稳定条件，通过求解LMI得到滤波器参数，并最终通过数据示例验证方法的可行性。%This paper considers the robust H ∞filtering problem for linear uncertain Discrete Markovian jump system with time-varying delays and system parameters for norm of bounded uncertainty .Based on the Lyapunov functional theory and the introduction of additional matrix , new criteria are derived for the Hperformance analysis of the filtering-error systems , which lead to much less conservative analysis results .Then based on the obtained condi-tions, the gain of filter is obtained in terms of linear matrix inequalities ( LMIs) .Finally, numerical results are pro-vided to show the effectiveness of the designed H filter.