robust h-filtering for lipschitz nonlinear systems via multiobjective optimization强劲的h-filtering李普希茨非线性系统通过多目标优化.pdf

Journal of Signal and Information Processing, 2010, 1, 24-34 doi:10.4236/jsip.2010.11003 Published Online November 2010 (http://www.SciRP.org/journal/jsip) Robust H Filtering for Lipschitz Nonlinear ∞ Systems via Multiobjective Optimization Masoud Abbaszadeh1,2, Horacio J. Marquez1 1Department of Electrical and Computer Engineering, University of Alberta, Edmonton, Canada; 2Department of Research and Development, Maplesoft, Waterloo, Canada. Email: masoud@ece.ualberta.ca, marquez@ece.ualberta.ca Received October 27th, 2010; revised November 15th, 2010; accepted November 18th, 2010. ABSTRACT In this paper , a new method of H  filtering for Lipschitz nonlinear systems is proposed in the form of an LMI optimi- zation problem. The proposed filter has guaranteed decay rate (exponential convergence) and is robust against un- known exogenous disturbance. In addition, thanks to the linearity of the proposed LMIs in the admissible Lipschitz con- stant, it can be maximized via LMI optimization. This adds an extra important feature to the observer, robustness against nonlinear uncertainty. Explicit bound on the tolerable nonlinear uncertainty is derived. The new LMI formula- tion also allows optimizations over the disturbance attenuation level ( H  cost). Then, the admissible Lipschitz con- stant and the disturbance attenuation level of the H  filter are simultaneously optimized through LMI multiobjective optimization. Keywords : Lipschitz Nonlinear Systems, Optimal Filters, Nonlinear H  Filtering, LMI Optimization 1. Introduction and numerically tractable because they can be formulated as convex optimization problems [7,8]. Raghavan for- The design of nonlinear state observers has been an area