具有H_∞误差边界的Kalman滤波器

A Stable Kalman Filtering with H_∞ Error Bound

本文运用H_∞优化理论讨论了在控制系统中的一个重要问题——滤波问题。提出了一种新的具有H_∞边界的Kalman滤波器。比较了仅考虑LQG指标与同时考虑LQG与H_∞指标下各类系统的特点,对标准的Kalman滤波器的H_∞特性以及新的LQG/H_∝滤波器与标准的Kalman滤波器的差异与包容特性进行了理论上的详尽分析和讨论。从这些分析中可以看到LQG/H_∞综合设计的优越性。

A new Kalman filter with H∞ bound has been discussed.This filter not only has a general LQG criterion,but also considers the H∞property.It is a continuation of normal LQG Kalman filter.Simulation results which give the comparison between the two filters are shown that the LQG/H∝ Kalman filter has an advantage of improving robustness.