一类连续线性切换系统的H∞滤波

H∞ Filtering for Continuous-Time Linear Switched Systems

摘要:

研究一类连续线性切换系统的H∞滤波问题。首先,利用共同Lyapunov函数方法,给出了切换系统H∞滤波器的存在条件；其次,利用线性矩阵不等式技术,将H∞滤波器的存在性问题转变成一组线性矩阵不等式(LMIs)的可行性问题,根据LMIs的可行解,给出H∞滤波器的设计方法,由该方法得到的滤波器保证滤波误差动态系统满足给定的H∞性能指标；最后,给出的仿真实例验证了该方法的有效性。

Abstract:

In this paper, the problem of H∞ filtering for a class of continuous-time linear switched systems was studied. Using the common Lyapunov function method, basing on a set of linear matrix inequalities, switched H∞ filters were designed which guaranteed the filtering error systems being asymptotically stable and satisfied the prescribed H∞ performance. A simulation example was given to illustrate the effectiveness of the design.