含结构参数扰动的线性连续系统的鲁棒约束方差状态估计*

本文考虑含结构参数扰动的线性连续随机系统的鲁棒约束方差状态估计问题，即设计滤波增益，使受扰系统每个状态分量的估计误差方差的稳态值不大于预先给定值，同时滤波矩阵具有期望的稳定裕度。本文给出了上述性能鲁棒滤波增益的存在条件及解析表达式，并提供了相应的数值例子。

Robust Variance-Constrained State Estimation for Linear Continuous Systems with Structured Parameter Perturbations

This paper considers the problem of robust constrained variance state estimation for linear continuous , stochastic systems with structured parameter perturbations. The problem is the design of filter gains such that the steady-state value of the estimation error variance for each state of the perturbed.system is not more than the prespecified value, and .the filter matrix possesses the desired stability margin,simultaneously. The conditions for the existence and the explicit expression of the desired robust filter gains are presented. A numerical example is used to demonstrate the applicability of the proposed approach.