计算机工程与应用 ›› 2010, Vol. 46 ›› Issue (24): 206-209.DOI: 10.3778/j.issn.1002-8331.2010.24.061

• 工程与应用 • 上一篇    下一篇

随机线性重复过程的鲁棒L2-L滤波

佟 亮1,齐 迹1,祁晓钰2   

  1. 1.齐齐哈尔大学 计算机与控制工程学院,黑龙江 齐齐哈尔 161006
    2.齐齐哈尔大学 通信与电子工程学院,黑龙江 齐齐哈尔 161006
  • 收稿日期:2009-03-27 修回日期:2009-05-20 出版日期:2010-08-21 发布日期:2010-08-21
  • 通讯作者: 佟 亮

Robust L2-L filtering of stochastic linear repetitive processes

TONG Liang1,QI Ji1,QI Xiao-yu2   

  1. 1.Institute of Computer and Control Engineering,Qiqihar University,Qiqihar,Heilongjiang 161006,China
    2.Institute of Communication and Electronic Engineering,Qiqihar University,Qiqihar,Heilongjiang 161006,China
  • Received:2009-03-27 Revised:2009-05-20 Online:2010-08-21 Published:2010-08-21
  • Contact: TONG Liang

摘要: 针对随机线性重复过程,研究了其鲁棒L2-L滤波问题。基于线性矩阵不等式技术推导了该随机线性重复过程均方渐近稳定以及鲁棒L2-L全阶滤波器存在的充分条件,并将滤波器的设计转化为一个凸优化的求解问题。所设计的滤波器能够保证相对于所有能量有界的外界扰动信号,重复过程的L2-L性能指标小于一定值γ。仿真实例证实了该设计方法的有效性。

Abstract: The paper investigates the problem of L2-L filtering for a class of stochastic linear repetitive processes.Attention is focused on the design of full-order filter guaranteeing mean-square asymptotical stable of stochastic linear repetitive processes and a prespecified L2-L performance γ for the filtering error processes with respect to all energy-bounded input signals.Sufficient conditions are proposed in terms of linear matrix inequality,and the corresponding filter design is cast into a convex optimization problem.A numerical example illustrates the effectiveness of the proposed design scheme.

中图分类号: