基于LMI的鲁棒H_∞状态估计

Robust H ∞ State Estimation Based on LMI

给出了基于线性矩阵不等式（ＬＭＩ）的鲁棒Ｈ∞状态估计器的设计过程。该方法克服了基于代数Ｒｉｃｃａｔｉ方程（ＡＲＥ）中处理不确定性的限制，整个设计过程完全通过求解三个ＬＭＩ得到，简化了设计过程。在惯性导航系统（ＩＮＳ）地面自对准中的应用表明，基于ＬＭＩ的鲁棒Ｈ∞状态估计器在系统具有不确定性时，仍然能使估计误差保持收敛，优于传统的性能状态估计。

The design approach to robust H ∞ state estimator for linear systems with energy bounded exogenous noise inputs and structural uncertainties solved via three linear matrix inequalities(LMIs) is presented. This approach is better than conventional one based on algebraic Riccati equations(AREs) while dealing with the uncertainties of systems. The application of the design technique of robust H ∞ state estimation in inertial navigation systems (INS) ground alignment shows that robust H ∞ state estimation based on LMIs has more optimal performance than conventional H 2 estimator.