论文部分内容阅读
We consider the robust H 2/H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed. After two Riccati equations are solved, the filter can be obtained directly, and the following three performance requirements are simultaneously satisfied: The filtering process is asymptotically stable; the steadystate variance of the estimation error of each state is not more than the individual prespecified upper bound; the transfer function from exogenous noise inputs to error state outputs meets the prespecified H ∞ norm upper bound constraint. A numerical example is provided to demonstrate the flexibility of the proposed design approach.
We consider the robust H 2 / H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed. After two Riccati equations are solved, the filter can be won directly , and the following three performance requirements are simultaneously satisfied: the steadystate variance of the estimation error of each state is not more than the individual prespecified upper bound; the transfer function from exogenous noise inputs to error state outputs meets meets the prespecified H ∞ norm upper bound constraint. A numerical example is provided to demonstrate the flexibility of the proposed design approach.