# [1]刘诗娜,费树岷,冯纯伯.线性不确定系统最优保成本滤波器设计的LMI方法[J].东南大学学报(自然科学版),2000,30(5):107-112.[doi:10.3969/j.issn.1001-0505.2000.05.024] 　Liu Shina,Fei Shumin,Feng Chunbo.Optimal Guaranteed Cost Filter Design for Linear Uncertain Systems by LMI Approach[J].Journal of Southeast University (Natural Science Edition),2000,30(5):107-112.[doi:10.3969/j.issn.1001-0505.2000.05.024] 点击复制 线性不确定系统最优保成本滤波器设计的LMI方法() 分享到： var jiathis_config = { data_track_clickback: true };

30

2000年第5期

107-112

2000-09-20

## 文章信息/Info

Title:
Optimal Guaranteed Cost Filter Design for Linear Uncertain Systems by LMI Approach

Author(s):
Research Institute of Automation, Southeast University, Nanjing 210096

Keywords:

TP273
DOI:
10.3969/j.issn.1001-0505.2000.05.024

Abstract:
The guaranteed cost filter design problem for a class of linear time-varying uncertain systems is studied in this paper. A convenient method for the existence of robust guaranteed cost filter is given in the form of Linear Matrix Inequality (LMI). The solutions of the LMI method determine the parameters of the filter directly. The cost matrix can be optimized to get the optimal guaranteed cost filter if it exists. The robust stability of system can be guaranteed at the same time. A simulation example is given to prove the efficiency of the research result. 

## 参考文献/References:

[1] Petersen I R,McFarlane D C.Optimal guaranteed cost control and filtering for uncertain linear systems.IEEE Trans Automat Control,1994,39(9):1971～1977
[2] 朱纪洪,郭治.连续时变不确定系统约束方差/H鲁棒状态滤波.控制理论与应用,1997,14(3):389～392
[3] Nagpal K M,Khargonekar P P.Filtering and smoothing in an H setting.IEEE Trans Automat Control,1992,36(2):152～166
[4] Wang Z D,Guo Z,Unbehaven H.Robust H2/H state estimation for discrete　time systems with error variance constraints.IEEE Trans Automat Control,1997,42(10):1431～1435
[5] Moheimani S O R,Petersen I R.Guaranteed cost control of uncertain systems with a time-multiplied quadratic cost function:an approach based on linear matrix inequalities.Automatic,1998,34(5):651～654
[6] Haddad W M,Bernstein D S,Mustafu D.Mixed-norm H2/H regulation and estimation:the discrete-time case.Systems Contrl Lett,1991,16(2):235～247
[7] Chang S S L,Peng T K C.Adaptive guaranteed cost control of systems with uncertain parameters.IEEE Trans Automat Control,1972,17(4):474～483
[8] Moheimani S O R,Petersen I R.Optimal guaranteed cost control of uncertain systems via static and dynamic output feedback.Automatic,1996,32(5):575～579
[9] Yu L,Chen G D,Chu J.Optimal guaranteed cost control of linear uncertain systems:LMI approach.In:Chen H F,Cheng D Z,Zhang J F,eds.IFAC.Beijing:The Beijing International Convention Center,1999.541～546
[10] Khargonekar P P,Petersen I R,Zhou K.Robust stabilization of uncertain linear system:quadratic stability and H control theory.IEEE Trans Automat Control,1990,35(3):356～361
[11] 郭雷.H控制理论的LMI方法:[学位论文].南京:东南大学自动控制系,1997

## 相似文献/References:

[1]郑彦,徐南荣.证据冲突下两种度量模型的一致性条件[J].东南大学学报(自然科学版),1994,24(5):65.[doi:10.3969/j.issn.1001-0505.1994.05.012]
ZhengYan,XuNanrong.Consistent Conditions of Two Measurement Models under Conflicting Evidence[J].Journal of Southeast University (Natural Science Edition),1994,24(5):65.[doi:10.3969/j.issn.1001-0505.1994.05.012]