连续时变不确定系统约束方差/H_∞鲁棒状态滤波

Mixed Variance/H_∞ State Filtering for Continuous Time-Varying Uncertain System

基于上限方差配置的混合方差／H∞设计方法可得到满意的设计结果.本文用一个修正的Riccati方程研究了一类时变不确定系统的混合方差／H∞状态滤波器，导出了滤波器的一般公式．对所允许的扰动由该公式所确定的滤波器可使稳态滤波误差方差上限及误差系统的H∞指标均小于指定值，因而具有较好的鲁棒性．

Satisfied design results can be obtained by mixed variance/H∞ method based on upper covariance assignment. A mixed variance/H∞ filter is discussed in the paper by a modified Riccati equation, and the filtering formulas are derived. The filter can guarantee that both filtering error variance upper bounds and H∞ norm be less than specified values respectively for all admissible uncertainty, and therefore it has perfect robustness.