95Vol.9No.5200410JOURNALOFCIRCUITSANDSYSTEMSOctober20041007-0249(2004)05-0081-05LMIH∞*1,2211.3100272.310037摘要:LMI关键词:LMIH∞中图分类号:O231文献标识码:A1KalmanKalman[1]~[12][9]∞H[5]12∞HLMI[5]MATLAB/LMITOOLBOX2)(1kkkkBwxAAx++=+∆00=x1kkkkDvxCCy++=)(∆2nkRx∈kkvw,),0[2∞lkA∆kC∆EFHHCAk21=kk∆∆3jik×∈RF{}vmkdiagk,...,2,1,,2,1,0,,==≤=LIFFF,...,F,FFmkTmkvk2k1k421H,HE2.11~4Akk1kKyxGx+=+ˆˆ5GKkkkxxeˆ−=1~45)()(kkkkkkKDvBxCKAxKCGAGeek1k−+−+−−+=+ω∆∆61~46kkkkkηζηηCeBEFHAk=++=+,][1*收稿日期:2003-05-19修订日期2003-11-12基金项目:60174029982=kkexkη=000xη=kkvwkζ[]I0C=−−=GKCGA0AA−=211KHHHH[]0EE=−=KDB0BB+=•TTTTTTKKDDBBBBBBBBBBT72.11~4kA∆kC∆X0][][2≤+−++−TTBBXEFHAXEFHAkkγ851~42.2∞H152Q∞→kQxxxxkk≤−−})ˆ)(ˆ{(TkkE93kζkeγ−−∞−BEFHAzICk1)(10BB1−=γ1131)(1−−∞−BEFHAzICk121~4vmmTv,,2,1,0,),,,(21LL==εεεεε13},,,{)(222111ivivviiiidiag×××=IIIMεεεεL14},,,{)(122121111jvjvvjjjjdiag×−×−×−=IIINεεεεL15ENEMHH)()(~),()(~εεεε==16kkFNFMFk==−−)()(~11εε17)(~)(~εεEFHEFHkk=182.12.12.21~45εXRiccati0~~~]~~[~1+−+−−TTBBAXCCXCICXAXAXATTT19TCXCI~~−[]BHBCEC)(~~,)(~~εε==205∞H1γ22XQ=nn×∈RX22X2-2[1]191~)(~1−∞−BAICz212021kkkkkηεζεηη~)(~~,])(~[~~11=+=++CEeBHA22[]1)(~)()(~1−∞−BHAICEεεz231~4610[13]∞H3120ENNECCENNECCTTTT)()()()(~~εεεεTT+=24TTTBBHMMHBBT+=)()(~~εε25190)()()()]()()[(1++−+−−TTTTBBHMMHAXENNEXENINEXAXAXATTTTTεεεεεε26TTTTTkWHMFNEXENIAXENNEXENIkTT)()]()([)()]()([)(2/12/1εεεεεε−−−=−27()()TTTTAXENNEXENINEXAkWkW)()]()()[(1εεεε−−=TTTTTTkHMFNEXENIFMHkT)()]()([)(εεεε−+TTTTkHMFNEXENIFMHkT)()]()([)(εεεε−+28