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| New algorithm for robust H_2/H_∞ filtering with error variance assignment | |
| 基金项目： | ThisprojectwassupportedbyInnovationFoundationofChineseAstronauticalScienceandTechnologyGroup |
| 摘 要： | 1 .INTRODUCTIONThedevelopmentofefficientlinearestimationalgo rithmshasbeenbasedinthepastmainlyonthemini mizationoftheL2 normofthecorrespondingestima tionerror .Thistypeofestimationassumesthatthemessagegeneratingprocesshasaknownstatisticalproperty .Unfort… |
| 关 键 词： | algebraic Riccati equation H ∞ filtering variance assignment |