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本文研究了含有范数有界参数不确定的性连续系统在未建模外部于扰信号作用时的鲁棒最小方差滤波问题.给出了最坏情形H2性能指标在满足一个H∞估计误差约束时的一个上界,并设计了一个使得该界达到最小意义上的最优滤波器.所得的滤波器对所有可容许的参数不确定都能满足一个给定的H∞误差界,且为最坏情形H2性能指标提供了一个最优上界.
In this paper, we study the robust minimum variance filtering problem for unobtrusive continuous-time systems with norm-bounded parameters in the absence of external disturbance signals. An upper bound of H2 performance index for a H∞ estimation error constraint is given, and an optimal filter for minimizing this boundary is designed. The resulting filter can satisfy a given H∞ error bound for all permissible parameters and provides an optimal upper bound for the worst-case H2 performance index.