Filtering on sampled-data systems with parametric uncertainty
Filtering on sampled-data systems with parametric uncertainty
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DOI：
10.1109/9.701119
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发表时间：
1998-07
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影响因子：
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通讯作者：
P. Shi
中科院分区：
文献类型：
--
作者：
P. Shi
研究了在采样测量条件下，一类参数不确定且时滞未知的系统的鲁棒H/sub /spl滤波问题。所考虑的参数不确定性是实时性和范数有界的，出现在状态方程中。提出了一种利用采样测量来设计H/sub /spl滤波器的方法，该方法可以保证在连续时间环境下具有规定的H/sub /spl滤波器性能，而不考虑参数的不确定性和未知的时间延迟。研究了有限和无限水平滤波的两种情况。结果表明，上述鲁棒H/sub /spl滤波问题可以用有限离散跳变的微分Riccati不等式求解。
The paper is concerned with the problem of robust H/sub /spl infin// filtering for a class of systems with parametric uncertainties and unknown time delays under sampled measurements. The parameter uncertainties considered are real time-varying and norm-bounded, appearing in the state equation. An approach has been proposed for the designing of H/sub /spl infin// filters, using sampled measurements, which would guarantee a prescribed H/sub /spl infin// performance in the continuous-time context, irrespective of the parameter uncertainties and unknown time delays. Both cases of finite and infinite horizon filtering are studied. It has been shown that the above robust H/sub /spl infin//-filtering problem can be solved in terms of differential Riccati inequalities with finite discrete jumps.