离散系统有限时域H∞滤波器设计

Finite-Horizon H∞ Filter Design for Discrete Systems

摘要:

文章给出了有限时域H∞滤波器存在的充分条件,并基于线性矩阵不等式给出了滤波器的构造性的设计方法,得到的滤波器满足指定的性能指标,最后给出了仿真实例, 实例表明所设计的滤波器实现了设计要求。

Abstract:

A sufficient condition for the existence of finite-horizon H∞ filter was presented. Furthermore, the constructive procedure of the finite-horizon H∞ filter design was given on the basis of LMI approach. The resulting filter can satisfy the given performance index. Finally, a numeric simulation shows the filter obtained achieves the specified design goal.