基于方差约束 ,研究一类不确定线性定常随机离散系统的 H ∞滤波问题。提出了一种

鲁棒滤波的新算法 ,该算法克服构造对角矩阵约束性较强- H ∞filtering　problem　under the　constraint　of variance　was　discussed　for　a　class　of linear



　　 stochastic　uncertain　system. A　new　algorithm of　robust filter　design　was proposed　which　avoids　strict



　　 constraint　in constructing diagonal matrix to　meet　upper bound of　variance. The robust filter with both



　　 constraints of　variance and H ∞was given　based on　linear　matrix　inequality (LM I)