Nonfragile $H_{\infty}$ and $H_{2}$ Filter Designs for Continuous-Time Linear Systems Based on Randomized Algorithms

Nonfragile $H_{\infty}$ and $H_{2}$ Filter Designs for Continuous-Time Linear Systems Based on Randomized Algorithms
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DOI:
10.1109/tie.2011.2159350
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发表时间:
2012-11
影响因子:
7.7
通讯作者:
Dawei Ding;Xiaoli Li;Yixin Yin;Changguo Sun
Dawei Ding;Xiaoli Li;Yixin Yin;Changguo Sun
中科院分区:
计算机科学1区
文献类型:
--
作者:
Dawei Ding;Xiaoli Li;Yixin Yin;Changguo Sun

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研究了连续时间线性系统的非脆弱H∞和H2滤波器设计问题。加性滤波器增益的变化,以反映在滤波器实现的不精确性被认为是。首先将非脆弱滤波器的设计转化为鲁棒凸优化问题。然后,确定性和随机算法来解决所得到的鲁棒凸优化问题。与确定性算法相比,该算法具有两个优点:一方面,对于高维系统具有可接受的计算复杂度;另一方面,可以缓解确定性算法的保守性.最后通过算例说明了该方法的有效性。
This paper investigates the problem of nonfragile H∞ and H2 filter designs for continuous-time linear systems. Additive filter gain variations to reflect the imprecision in filter implementation are considered. The nonfragile filter design is first formulated as a robust convex optimization problem. Then, both deterministic and randomized algorithms are employed to solve the obtained robust convex optimization problem. Compared with the deterministic algorithm, the proposed randomized one has two advantages: On one hand, it has acceptable computational complexity for systems with high dimensions; on the other hand, it can alleviate the conservatism of deterministic algorithms. Several examples are given to illustrate the effectiveness of the proposed method.