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本文运用H_∞优化理论讨论了在控制系统中的一个重要问题——滤波问题。提出了一种新的具有H_∞边界的Kalman滤波器。比较了仅考虑LQG指标与同时考虑LQG与H_∞指标下各类系统的特点,对标准的Kalman滤波器的H_∞特性以及新的LQG/H_∝滤波器与标准的Kalman滤波器的差异与包容特性进行了理论上的详尽分析和讨论。从这些分析中可以看到LQG/H_∞综合设计的优越性。
In this paper, H_∞ optimization theory is discussed in the control system, an important issue - filtering problem. A new Kalman filter with H_∞ boundary is proposed. Comparing the characteristics of LQG and H_∞, the H_∞ characteristics of the standard Kalman filter and the difference and tolerance between the new LQG / H_α filter and the standard Kalman filter are compared Characteristics of a theoretical analysis in detail and discussion. From these analyzes, we can see the superiority of LQG / H_∞ integrated design.