航迹辨识系统中约束方差滤波的容许模型噪声

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Kalman滤波的LMI方法。针对测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，并用航迹辨识系统的算例对所给出的结果做了说明。

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

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.