代数Riccati不等式与H∞滤波器

Algebraic Riccati Inequality and H ∞ Filter

利用代数Ｒｉｃｃａｔｉ不等式技术，给出Ｈ∞滤波器设计方案；还给出卡尔曼滤波器及ＬＱ控制满足Ｈ∞性能指标的充分条件．代数Ｒｉｃｃａｔｉ不等式技术的优点就在于可以兼顾Ｈ∞性能指标与其他性能指标．

Using the technique of algebraic Riccati inequality, the author not only can design H ∞ filter, but also can give the sufficient condition of Kalman Filter and LQ control problem satisfying H ∞ performance index. The technique of algebraic Riccati inequality enable other performance index to be optimized while H ∞ performance index was optimized.