参数不确定系统的H_∞估计问题的显式解和中心解

THE EXPLICIT SOLUTIONS AND CENTRAL SOLUTION OF H ∞ ESTIMATION PROBLEM FOR UNCERTAIN PARAMETER SYSTEMS

研究在连续时间情形下的具有部分参数不确定性的系统的Ｈ∞状态估计问题，它可以被化简为带有一个自由可调参数对象的Ｈ∞状态估计，由此可得到滤波器的简洁通解显式．并进一步研究了Ｈ∞估计的中心解，以及它与卡尔曼滤波器的关系．实例计算表明，对于参数具有不确定性的系统。

This paper is concerned with the H ∞ estimation problem for linear continuous time systems with part of parameters uncertainty. It can be simplified as a H ∞ estimation problem for a plant with a free rejustable parameter. Thus the filter expressions are given in simple and explicit way. This paper is further concerned with the central filter of H ∞ estimation, and its relations to Kalman filter. Simulation results show that the performance of H ∞ filter is much better than Kalman filter for the systems with uncertain parameters.