参数不确定系统的H_∞滤波器——基于代数Riccati不等式的判据与设计方案

H_∞ Filter for Uncertain Parameter System ——A Criterion and Design Method Based on Algebraic Riccati Inequality

利用代数Ｒｉｃｃａｔｉ 不等式技术，给出了参数不确定系统的Ｈ∞滤波器设计方案；

Using the technique of algebraic inequality,we not only can design H ∞ filter for uncertain parameter system,but also can give the sufficient condition if Kalman filter makes uncertain parameter system satisfy H ∞ performance index.