H∞ filtering for sampled-data stochastic systems with limited capacity channel
H∞ filtering for sampled-data stochastic systems with limited capacity channel
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DOI：
10.1016/j.sigpro.2011.02.006
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发表时间：
2011-08
期刊：
影响因子：
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通讯作者：
Ming Liu;Jia You;Xincheng Ma
中科院分区：
文献类型：
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作者：
Ming Liu;Jia You;Xincheng Ma
研究了信道容量有限的采样随机系统的H∞滤波问题。所考虑的对象描述的一类伊藤随机系统受到外部干扰。对输出测量进行采样和量化，然后通过网络介质传输。本文的目的是利用量化采样输出设计全阶滤波器。在采样数据系统中，采样信号的值在采样时间突然增加，基于时间无关的Lyapunov-Krasovskii泛函（或Lyapunov-Razumikhin函数）的传统滤波器设计结果可能是保守的。本文的主要贡献是针对Itô随机系统提出了一种新的时变李雅普诺夫函数，由于其特殊的数学结构，该函数不增加采样次数。在此基础上，给出了该滤波器存在的充分条件，使得滤波误差系统是随机稳定的，并保证H∞性能.最后给出了一个数值例子来说明本文所提出的滤波方法的有效性。
This paper investigates the H∞filtering problem for sampled-data stochastic systems with limited capacity channel. The considered plant is described by a class of Itô stochastic systems subject to external disturbance. The output measurements are sampled and quantized, and then transmitted through a network medium. The aim of this paper is focused on the design of full order filters by using the quantized sampled outputs. In sampled-data systems, the value of the sampled signal increases abruptly at sampling times, and traditional filter design results based on time-independent Lyapunov–Krasovskii functionals (or Lyapunov–Razumikhin functions) may be conservative. The main contribution of this paper is to propose a new type of time-dependent Lyapunov function for Itô stochastic systems which does not increase in sampling times due to its special mathematical structure. Based on this approach, sufficient conditions for the existence of the proposed filter are established such that the filtering error system is stochastically stable and preserves a guaranteed H∞performance. A numerical example is provided to illustrate the effectiveness of the proposed filtering technique in this paper.