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系统的暂态速率与系统的极点位置有关,怎样在保证系统快速收敛的前提下进行滤波器的设计是一个值得研究的问题。将H∞滤波器的设计问题与系统的收敛速度相结合,讨论一类具有稳定度约束条件的连续时间随机线性系统的鲁棒H∞滤波器设计,并利用线性矩阵不等式组(LMIs)给出该类滤波器存在的充分必要条件,最后,通过一个仿真实例来验证我们所得结果的正确性。
The transient speed of the system is related to the pole position of the system. How to design the filter under the premise of ensuring the fast convergence of the system is a problem worthy of study. Combining the design of H∞ filter with the convergence speed of the system, we discuss the design of a robust H∞ filter for a class of continuous-time stochastic linear systems with stability constraints and use the linear matrix inequalities (LMIs) The necessary and sufficient conditions exist for this kind of filter. Finally, a simulation example is used to verify the correctness of our results.