离散时间Lipschitz 非线性时变时滞系统H∞ 估计: Krein 空间方法

研究一类离散时间Lipschitz非线性时变时滞系统的H∞估计问题.通过状态扩展方法,将时变时滞系统转化为具有时变参数的无时滞系统.结合H∞性能指标和Lipschitz非线性条件,构造不定二次型并建立与Krein空间2估计的联系.运用新息分析方法和Krein空间投影公式,给出了H∞估计器存在的充分条件和基于Riccati方程的估计器递推算法.最后,通过仿真算例验证了所提出算法的有效性.

H∞ estimation for discrete-time Lipschitz nonlinear time-varying delay systems: Krein space approach

The H∞ estimation problem is investigated for a class of discrete-time Lipschitz nonlinear time-varying delay
systems. By using state augmentation approach, the time-varying delay system is converted into a delay free system with
time-varying parameters. Combing H∞ performance with Lipschitz nonlinear conditions, an indefinite quadratic form is
constructed and a relation is built with Krein space H2 estimation. By applying innovation analysis approach and Krein
space projection formula, a sufficient condition for the existence of the H∞ estimator is proposed and the estimator is
derived in terms of Riccati difference equations. Finally, the effectiveness of the proposed algorithm is illustrated through a
numerical example.