【摘要】 提出了一个线性离散不确定系统的卡尔曼滤波新算法 .当系统矩阵和观测矩阵都存在不确定误差时 ,该算法能保证系统的滤波误差有界 .相对不确定系统的标称系统来说 ,该算法是无偏的 .与同类算法相比 ,该算法计算简单 ,计算量较小 .实际算例显示了算法的有效性 .更多还原

【Abstract】 A new robust filter for uncertain linear discrete time systems is proposed, which can guarantee a bounded variance of filtering error. Compared with other existing robust filters, it is very simple and effective to calculate and is unbiased to the nominal system of the uncertain systems.更多还原