满意滤波在航迹辨识中的应用

APPLICATION OF SATISFACTORY FILTERING TO TRACKING-IDENTIFICATION PROBLEM

利用线性矩阵不等式 (LMI,linear matrix inequalities)方法 ,首先研究了 Kalman滤波的稳态误差方差和滤波增益的解法 ,并根据满意控制的思想 ,提出了具有误差方差上界约束的滤波问题 ,然后研究了误差方差上界约束下对系统测量噪声具有最大容许强度的满意鲁棒滤波 .本文的研究成果已被应用于某型 C3 I系统中的航迹辨识 .

A solution to steady error variance and filter gain of Kalman filter is studied with LMI(linear matrix inequalities) method. A satisfactory filtering problem with upper bound constraint on error variance is proposed. Then the satisfactory robust filtering with largest admissible intensity of measurement noise under constraint of given upper error-variance is discussed. Finally, the result is applied to tracking-identification problem in a C3I system.