H-fliter

  基于方差约束 ,研究一类不确定线性定常随机离散系统的 H ∞滤波问题。提出了一种 鲁棒滤波的新算法 ,该算法克服构造对角矩阵约束性较强( H ∞filtering problem under the constraint of variance was discussed for a class of linear stochastic uncertain system. A new algorithm of robust filter design was proposed which avoids strict constraint in constructing diagonal matrix to meet upper bound of variance. The robust filter with both constraints of variance and H ∞was given based on linear matrix inequality (LM I) )

H-fliter
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