Robust H-infinity filtering for time-delay systems with missing measurements： a parameter-dependent approach

Robust H-infinity filtering for a class of uncertain discrete-time linear systems with time delays and missing measurements is studied in this paper. The uncertain parameters are supposed to reside in a convex polytope and the missing measurements are described by a binary switching sequence satisfying a Bernoulli distribution. Our attention is focused on the analysis and design of robust H-infinity filters such that, for all admissible parameter uncertainties and all possible missing measurements, the filtering error system is exponentially mean-square stable with a prescribed H-infinity disturbance attenuation level. A parameter-dependent approach is proposed to derive a less conservative result. Sufficient conditions are established for the existence of the desired filter in terms of certain linear matrix inequalities （LMIs）. When these LMIs are feasible, an explicit expression of the desired filter is also provided. Finally, a numerical example is presented to illustrate the effectiveness and applicability of the proposed method.     

Robust H-infinity filtering for uncertain discrete-time systems using parameter-dependent Lyapunov functions

This paper deals with H-infinity filtering of discrete-time systems with polytopic uncertainties. The un- certain parameters are supposed to reside in a polytope. By using the parameter-dependent Lyapunov function approach and introducing some slack matrix variables, a new sufficient condition for the H-infinity filter design is presented in terms of solutions to a set of linear matrix inequalities (LMIs). In contrast to the existing results for H-infinity filter design, the main advantage of the proposed design method is the reduced conservativeness. An example is provided to demonstrate the effectiveness of the proposed method.     

Robust H∞ filtering for uncertain impulsive stochastic systems under sampled measurements

This paper is concerned with the problem of robust H_∞ filtering for uncertain impulsive stochastic systems under sampled measurements. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is to design a stochastically stable filter, using the locally sampled measurements, which ensures both the robust stochastic stability and a prescribed level of H_∞ performance for the filtering error dynamics for all admissible uncertainties. A sufficient condition for the existence of such a filter is proposed in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. An example is provided to demonstrate the effectiveness of the proposed approach.     

一类不确定非线性离散时滞系统的鲁棒H∞滤波设计

考虑一类同时带有非线性动态和参数不确定性的离散时滞系统的鲁棒H-infinity滤波设计问题. 假设参数不确定性具有线性分式形式, 而非线性动态满足Lipschitz条件, 给出滤波器使误差系统鲁棒渐近稳定且达到指定的干扰抑制水平. 对参数已知情形, 先建立广义有界实引理, 然后给出H-infinity滤波器的存在条件, 证明了H-infinity滤波器的存在性可归结为线性矩阵不等式的可解性, 基于线性矩阵不等式给出了H-infinity滤波器的综合方法和步骤. 对参数不确定性情形, 通过引进标度参数, 将不确定非线性离散时滞系统的鲁棒H-infinity滤波问题转化为确定系统的H-infinity滤波设计. 最后给出仿真例子验证所得结果的有效性.     

一类不确定非线性离散时滞系统的鲁棒H∞滤波设计

考虑一类同时带有非线性动态和参数不确定性的离散时滞系统的鲁棒H∞滤波设计问题．假设参数不确定性具有线性分式形式,而非线性动态满足Lipschitz条件,给出滤波器使误差系统鲁棒渐近稳定且达到指定的干扰抑制水平．对参数已知情形,先建立广义有界实引理,然后给出H∞滤波器的存在条件,证明了H∞滤波器的存在性可归结为线性矩阵不等式的可解性,基于线性矩阵不等式给出了H∞滤波器的综合方法和步骤．对参数不确定性情形,通过引进标度参数,将不确定非线性离散时滞系统的鲁棒H∞滤波问题转化为确定系统的H∞滤波设计．最后给出仿真例子验证所得结果的有效性．     

一类不确定Lurie时滞奇异系统的鲁棒H∞滤波

This paper deals with the problem of the robust H∞ filtering for a class of Lurie singular systems with state time-delays,parameter uncertainties and unknown statistics characteristics but with limited power disturbance, aiming to design a robustly stable filter such that the uncertain Lurie time-delay singular systems are not only regular, impulse free and stable, but also have a prescribed level of H∞ performance for the filtering error dynamics for all admissible uncertainties. A sufficient condition for the existence of such a filter is proposed in terms of linear matrix inequalities (LMIs). When a solution to this set of LMIs exists, the parametric matrices of a desired filter can be easily obtained using LMI toolbox.     

随机时滞Lurie系统的鲁棒H∞和L2-L∞指数控制

针对一类具有范数有界不确定性和时变时滞的It^o型随机Lurie系统, 研究了鲁棒H_∞和L₂–L_∞指数控制问题. 利用Lyapunov-Krasovskii泛函方法和It^o微分公式, 得到了以线性矩阵不等式(LMIs)表示的控制器存在的充分条件. 对所有容许的参数不确定性, 设计的无记忆状态反馈控制器使闭环系统鲁棒指数均方稳定, 且具有给定的H_∞和L₂–L_∞干扰抑制度. 最后, 通过两个仿真例子说明了所提方法的有效性.     

一类不确定Lurie时滞奇异系统的鲁棒H[[infinity]]滤波

This paper deals with the problem of the robust H1 filtering for a class of Lurie singular systems with state time-delays, parameter uncertainties and unknown statistics characteristics but with limited power disturbance, aiming to design a robustly stable filter such that the uncertain Lurie time-delay singular systems are not only regular, impulse free and stable, but also have a prescribed level of H[[infinity]] performance for the filtering error dynamics for all admissible uncertainties. A sufficient condition for the existence of such a filter is proposed in terms of linear matrix inequalities (LMIs). When a solution to this set of LMIs exists, the parametric matrices of a desired filter can be easily obtained using LMI toolbox.     

Variance-constrained filtering for uncertain stochastic systems with missing measurements

In this note, we consider a new filtering problem for linear uncertain discrete-time stochastic systems with missing measurements. The parameter uncertainties are allowed to be norm-bounded and enter into the state matrix. The system measurements may be unavailable (i.e., missing data) at any sample time, and the probability of the occurrence of missing data is assumed to be known. The purpose of this problem is to design a linear filter such that, for all admissible parameter uncertainties and all possible incomplete observations, the error state of the filtering process is mean square bounded, and the steady-state variance of the estimation error of each state is not more than the individual prescribed upper bound. It is shown that, the addressed filtering problem can effectively be solved in terms of the solutions of a couple of algebraic Riccati-like inequalities or linear matrix inequalities. The explicit expression of the desired robust filters is parameterized, and an illustrative numerical example is provided to demonstrate the usefulness and flexibility of the proposed design approach.     

Robust H ∞ filtering for uncertain discrete piecewise time-delay systems

This paper investigates the problem of robust H _∞ filter design for uncertain discrete piecewise time-delay systems based on a piecewise Lyapunov functional. The parametric uncertainties are assumed to be time-varying but norm bounded. The purpose is the design of a piecewise filter such that, for all admissible uncertainties, the resulting filtering error system is asymptotically stable and satisfies a prescribed H _∞ performance level. By introducing some different extra matrix variables, a sufficient condition for the solvability of this problem is obtained in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, the explicit expression of a desired piecewise filter is given. Two numerical examples are provided to demonstrate the effectiveness of the proposed design method.     

测量数据丢失的随机不确定离散系统的鲁棒H2状态估计

由于频宽有限,或者传感器临时损坏,测量数据在网络中传输时可能会丢失.本文对一类测量数据丢失的不确定离散系统,研究了鲁棒H2状态估计问题.所有的系统矩阵的参数都属丁二给定的凸多面体区域.测量数据的丢失是随机发生的,认为它是已知概率的Bernoulli随机序列.对于所有容许的不确定和可能的数据丢失,采用线性矩阵不等式方法,给出了全阶和降阶的H2滤波器存在的充分条件.数值仿真表明本文所提方法的有效性.     

Robust H ∞ filtering for networked systems with multiple state delays

In this paper, a new robust H _∞ filter design problem is studied for a class of networked systems with multiple state-delays. Two kinds of incomplete measurements, namely, measurements with random delays and measurements with stochastic missing phenomenon, are simultaneously considered. Such incomplete measurements are induced by the limited bandwidth of communication networks, and are modelled as a linear function of a certain set of indicator functions that depend on the same stochastic variable. Attention is focused on the analysis and design problems of a full-order robust H _∞ filter such that, for all admissible parameter uncertainties and all possible incomplete measurements, the filtering error dynamics is exponentially mean-square stable and a prescribed H _∞ attenuation level is guaranteed. Some recently reported methodologies, such as delay-dependent and parameter-dependent stability analysis approaches, are employed to obtain less conservative results. Sufficient conditions, which are dependent on the occurrence probability of both the random sensor delay and missing measurement, are established for the existence of the desired filters in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, the explicit expression of the desired filter can also be characterized. Finally, numerical examples are given to illustrate the effectiveness and applicability of the proposed design method.     

Reliable H-infinity filtering for linear systems with sensor saturation

In this paper, a new reliable H-infinity filter design problem is proposed for a class of continuous-time systems with sensor saturation and failures. Attention is focused on the analysis and synthesis problems of a full order reliable H-infinity filter such that the filtering error dynamics is asymptotically stable with a guaranteed disturbance rejection attenuation level γ. It is shown that the filtering error dynamics obtained from the original system plus the filter can be modeled by a linear system with sector bounded nonlinearity. The design conditions are given in terms of solutions to a set of linear matrix inequalities (LMIs). These conditions are then considered in a convex optimization problem with LMIs constraints in order to design an optimal reliable H-infinity filter. A numerical example is given to illustrate the effectiveness of the proposed results.     

Robust H-infinity filtering on uncertain systems under sampled measurements

This paper is concerned with the problem of robust H-infinity filtering on uncertain systems under sampled measurements, both continuous disturbance and discrete disturbance are considered in the systems. The parameter uncer- tainty is assumed to be time-varying norm-bounded. The aim is to design an asymptotically stable filter, using the locally sampled measurements, which ensures both the robust asymptotic stability and a prescribed level of H-infinity performance for the filtering error dynamics for all admissible uncertainties. The derivation process is simplified by introducing auxiliary systems and the sufficient condition for the existence of such a filter is proposed. During the study, the main results were expressed as LMIs by employing various matrix techniques. Using LMI toolbox of Matlab software, it is very convenient to obtain the appropriate filter. Finally, a numerical example shows that the method is effective and feasible.     

不确定多通道奇异时滞系统分散H∞控制

针对不确定多通道奇异时滞大系统, 研究其分散鲁棒H_∞控制问题. 假定不确定性是时不变、范数有界. 基于奇异系统Lyapunov稳定性理论, 通过设定Lyapunov-Krasovskii矩阵为合适的块对角结构, 推导出了使不确定多通道奇异时滞大系统可鲁棒镇定, 且满足一定的扰动水平的充分条件即一组线性矩阵不等式(LMIs)有可行解. 给出了具有期望阶数的分散输出反馈H_∞控制器的设计方法.     

Robust H-infinity filtering on uncertain systems under sampled measurements

1 Introduction Sampled measurements systems consist of a continuous- time plant and discrete-time plant. The systems contain sig- nals that evolve in continuous time as well as signals that evolve in discrete time. It is rather difficult to apply the stan- dard analysis results for linear continuous-time systems and discrete-time systems to the analysis of sampled measure- ments systems [1]. This fact has motivated much of the re- search on the analysis and synthesis of sampled measure- ments …     

Nonsynchronized state estimation of uncertain discrete-time piecewise affine systems

This paper investigates the problem of robust H-infinity state estimation for a class of uncertain discretetime piecewise affine systems where state space instead of measurable output space partitions are assumed so that the filter implementation may not be synchronized with plant state trajectory transitions. Based on a piecewise quadratic Lyapunov function combined with S-procedure and some matrix inequality convexifying techniques, two different approaches are developed to the robust filtering design for the underlying piecewise affine systems. It is shown that the filter gains can be obtained by solving a set of linear matrix inequalities (LMIs). Finally, a simulation example is provided to illustrate the effectiveness of the proposed approaches.     

线性不确定广义时滞系统的鲁棒无源滤波器设计

研究一类线性不确定广义时滞系统的鲁棒无源滤波器设计问题．系统中所含的不确定性假设是未知且范数有界的．利用线性矩阵不等式方法和Lyapunov函数方法相结合，给出了广义滤波增广系统时滞独立的鲁棒无源滤波器的存在条件．设计目标是对所有的不确定性，滤波增广系统是正则、稳定、无脉冲的，且满足所提的无源滤波性能指标．所提的滤波器设计问题可转化为标准的线性矩阵不等式的求解问题，并可推广到多时滞情况．数值例子验证了设计方法的可行性．     

2-D奇异系统Roesser模型的鲁棒H∞控制

考虑具有参数不确定性的2-D奇异系统Roesser模型(简称2-D SRM)鲁棒H∞控制问题．在给出界实引理的另一等价形式的基础上,通过求解矩阵不等式,给出了不确定2-D奇异系统鲁棒H∞控制问题可解的充分条件及静态状态反馈控制律设计的代数表达式．最后通过一个仿真算例验证了方法的有效性．     

一类变时滞饱和不确定系统鲁棒H∞滤波器设计

研究一类不确定时变时滞饱和系统的H∞滤波器设计问题.该类系统状态方程中含有时变时滞和有界不确定项,输出方程中含有饱和项,系统的噪声信号功率有界但统计特性未知.本文给出一种线性滤波器结构,提出一种新的设计方法.该方法主要应用Lyapunov-Krasovskii稳定性理论和线性矩阵不等式,来分析和设计滤波器;它能使得时变时滞项,饱和项以及不确定项在设计中得到有效处理,且所设计的滤波器能满足H∞性能指标,滤波器参数通过求解一种线性矩阵不等式来确定.例子的分析与仿真验证了本文方法的有效性.