Robustdissipativefilteringforcontinuous-timepolytopicuncertain
time-delaysystems
2
LVLing-ling1,,DUANGuang-ren1,WUAi-guo1
吕灵灵,段广仁,吴爱国
(1.CenterforControlTheoryandGuidanceTechnology,HarbinInstituteofTechnology,Harbin150001,China,lingling_lv@163.com;
2.InstituteofElectricPower,NorthChinaInstituteofWaterConservancyandHydroelectricPower,Zhengzhou450011,China)
Abstract:Thispaperfocusesontheproblemofdissipativefilteringforlinearcontinuous-timepolytopicuncer-taintime-delaysystems.Toobtainastableandproperlinearfiltersuchthatthefilteringerrorsystemisstrictly
dissipativeforalladmissibleuncertainties,anewdissipativitycriterionwhichrealizesseparationbetweentheLyapunovmatricesandthesystemdynamicmatricesisfirstlyprovidedintermsoflinearmatrixinequalities(LMI).ThenanLMIsufficientconditionfortheexistenceofarobustfilterisestablishedandadesignproce-dureisproposedforthistypeofsystems.Onenumericalexampledemonstrateslessconservativenessofthepro-posedcriterion,theothernumericalexampleillustratesthevalidityoftheproposedfilterdesign.Keywords:dissipativity;filtering;polytopicuncertainty;LMICLCnumber:TP273Documentcode:AArticleID:1005-9113(2010)04-0511-05
Thenotionofdissipativesystemhasplayedanim-circuit,networkandcontrolthe-portantroleinsystem,
ory.Dissipativityisageneralizationoftheconceptofpassivityinelectricalnetworkandotherdynamicalsys-temswhichdissipateenergyinsomeabstractsense[1-2].Itcontainssmallgainandpassivityasspe-cialcasesandismainlyusedforstabilityanalysisforlinearornonlinearsystems.Inrecentyears,manypa-pershaveaddressedthesynthesisproblemforL2gain,positiverealorpassivity[3-6].
Timedelayexistscommonlyindynamicsystemsduetomeasurement,transmissionandtransportlags,compu-tationaldelays,orunmodeledinertiasofsystemcompo-nents,whichhasbeengenerallyregardedasamainsourceofinstabilityandpoorperformance.Therefore,inrecentyearsconsiderableattentionhasbeendevotedtotheanalysisandsynthesisfortime-delaysystems.
Inordertoreducetheconservativenessoftradi-tionalLyapnovfunctionmethods,Feron,Apkarian,andGahinetproposedanewapproach,knownastheparameter-dependentLyapunovmethod,tothestudyof
robuststabilityofsystemswithparametricuncertain-ties.Therehasbeenaconsiderableamountofworksonextensionsandapplicationsofparameter-dependent
Lyapunovmethodtotheanalysisanddesignofrobustfiltersandcontrollers[7-10].
Astorobustdissipativity,therearesomepapersconsideringnorm-boundeduncertainsystems[11-13].
Butdissipativityresearchesonpolytopicuncertainde-
layedsystemshavenotbeenseen.Inthispaper,anewcriterionexhibitingakindofseparationbetweenthesystemmatricesandtheLyapunovmatricesisderivedandafilterdesignmethodispresented.Twonumericalexamplesarepresented.Oneshowsthattheproposedperformancecriterionislessconservativethantheonebasedonquadraticframework;theotherillustratesthefeasibilityofthedesignedfilter.
Notation1Throughoutthepresentpaper,thesuperscriptTstandsformatrixtransposition,RndenotesthendimensionalEuclideanspace,Rn×misthesetofalln×mrealmatrices,Iistheidentitymatrix,thenota-T
tionP=P>0,forP∈Rn×nmeansthatPissymmet-ricandpositivedefinite,andthesymbol"*"denotestheelementdeducedbythesymmetricproperty.1
ProblemFormaulation
Considerthefollowingcontinuous-timedelayedsystem:
x(t)=Ax(t)+Adx(t-d(t))+Bw(t)y(t)=Cx(t)+Cdx(t-d(t))+Dw(t)
,(1)
z(t)=Lx(t)+D1w(t)x(t)=φ(t),t∈[-ρ,0]
n
wherex(t)∈Risthestatevector,w(t)∈Rpisthe
y(t)∈Rmisthemeasurementoutputandnoiseinput,
z(t)∈Rpisthesignaltobeestimated.Forthissys-tem,weassumethatthedelayistime-varyingandsat-(t)≤δ<1,isfies0≤d(t)<ρ,0≤dwhereρandδ
arerealscalars,0]istheinitialvalueφ(t)∈L2[-ρ,
{
Received2008-04-11.
SponsoredbytheNationalNaturalScienceFoundationofChina(GrantNo.60710002,60974044)andSelf-plannedTaskofStateKeyLaboratoryofRo-boticsandSystem(GrantNo.SKLRS200801A03).
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