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摘要: 利用线性矩阵不等式(LMI,linear matrix inequalities)方法,首先研究了Kalman滤波 的稳态误差方差和滤波增益的解法,并根据满意控制的思想,提出了具有误差方差上界约束的 滤波问题,然后研究了误差方差上界约束下对系统测量噪声具有最大容许强度的满意鲁棒滤 波.本文的研究成果已被应用于某型C3I系统中的航迹辨识.Abstract: A solution to steady error variance and filter gain of Kalman filter is studied with LMI(linear matrix inequalities) method in this paper. And a satisfactory filtering problem with upper bound constraint on error variance is proposed. Then the satisfactory robust filtering with largest admissible intensity of measurement noise under constraint of given upper error-variance is discussed. Finally, the result has been applied to tracking-identification problem in a C3I system.
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Key words:
- Kalman filter /
- satisfactory filtering /
- error variance /
- measurement noise /
- LMI approach
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