航迹辨识系统中约束方差滤波的容许模型噪声

Admissible Model Noise of Variance-constrained Filter in a Trajectory Identification System

根据 Kalman滤波的最小方差特性 ,分析测量噪声一定时 Kalman滤波方差随系统模型噪声强度变化的规律 ,并在模型噪声和测量噪声一定时 ,给出求解当前估计型稳态 Kalm an滤波的 L MI方法。针对测量噪声一定的系统设计一种滤波器 ,它在保证滤波误差方差满足指定上界约束下 ,容许系统有尽可能大强度的模型噪声 。

With the least-variance characteristic of Kalman filter, the relation between the variance of Kalman filter and intensities of model noise is first analyzed under the condition of a given measurement noise, then an LMI approach-based solution to steady current-estimation-type filter is presented when both intensities of model noise and measurement noise are fixed. For the system with given measurement noise and the restriction of error-variance upper-bound, the filter admits the system to have model noise with intensity as large as possible. An example of the trajectory identification system is proposed to demonstrate the conclusion.