具有约束方差的不确定性Delta算子系统的鲁棒滤波器设计

系统的状态估计在航迹互联, 机动目标跟踪过程中有着重要的作用.本文研究了一类方差约束的不确定Delta算子系统的鲁棒滤波器的设计问题,通过求解修正的Riccati方程得到了不依赖于不确定性的鲁棒滤波器, 使得对所容许的不确定性参数,系统的每个状态的估计方差不大于预先给定值;并讨论了期望的滤波器存在的条件.最后给出一个例子来验证所给方法的有效性.

ROBUST FILTER DESIGN OF DELTA-OPERATOR SYSTEMS WITH TIME-VARYING UNCERTAINTY AND ERROR VARIANCE CONSTRAINTS

The estimation of states is very important in the process of track association and maneuverable target tracking This paper studies the problem of robust filter design for Delta operator systems subjected to parameter uncertainties and estimation error variance constraints The problem addressed aims at designing robust filters not dependant on uncertainty, such that for all admissible parameter perturbations, the variance of estimation error of each state is guaranteed to be not more than the individual prespecified upper bound The filter matrices are obtained by solving a pair of modified Riccati equations, and the conditions of existence of the desired robust filters are also discussed A numerical example is provided to illustrate the effectiveness of the given approach