robust filtering for linear equality constrained systems线性等式约束系统的鲁棒滤波.pdf

Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2012, Article ID 301043, 16 pages doi:10.1155/2012/301043 Research Article Robust Filtering for Linear Equality Constrained Systems Chuanbo Wen,1, 2 Yunze Cai,1 and Xiaoming Xu3 1 Department of Automation, Shanghai Jiao Tong University, Shanghai 200240, China 2 College of Electric Engineering, Shanghai Dianji University, Shanghai 200240, China 3 Business School, University of Shanghai for Science and Technology, Shanghai 200093, China Correspondence should be addressed to Chuanbo Wen, chuanbowen@163.com Received 27 March 2012; Revised 28 April 2012; Accepted 29 April 2012 Academic Editor: Victor S. Kozyakin Copyright q 2012 Chuanbo Wen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This paper deals with the robust filtering problem for linear discrete-time constrained systems. The purpose is the design of a linear filter such that the resulting error system is bounded. An orthogonal factorization is used to decompose the original robust filtering problem into stochastic and deterministic parts, which are then solved separately. Finally, a numerical example is presented to demonstrate the applicability of the proposed method. 1. Introduction Kalman filtering is one of the well-known H2 filtering methods that is widely used in the fields of signal processing and automatic control 1. It is noted that the Kalman filtering method is based on the assumption that the system has known model and its disturbances are Gaussian white noises with known statistics. In some applications, however, the statistic