【摘要】 着重研究区间系统的鲁棒滤波问题 .通过等价变换 ,将区间系统转换为对应的矩阵范数不确定系统 ,并据此导出区间系统的鲁棒滤波算法 .该算法为一离散验后 ( a posteriori)滤波算法 ,它能保证区间系统的滤波误差有界 .理论分析和实际计算结果表明 ,本算法能达到比验前 ( a priori)滤波小得多的滤波误差的方差上界更多还原

【Abstract】 This paper deals with the robust Kalman filtering method for the discrete time interval system. By equivalent transformation, the interval system is transformed to an uncertain system with matrix norm bounds. Then a posteriori robust Kalman filter is proposed, which can guarantee a variance bound of the filtering error. Both analysis and practical computing show that this filter can get a much lower variance bound than a priori one can.更多还原