离散系统LMI滤波技术

给出了一种离散系统最优滤波器的线性矩阵不等式（ＬＭＩ）设计方法。在系统干扰噪声能量有界情况下，将有约束的滤波问题转换为无约束的最优状态估计问题。利用ＬＭＩ方法给出了最优无偏滤波器存在的充分必要条件，所得滤波器的阶数小于系统状态个数。将ＬＭＩ方法应用于飞机飞行试验数据处理中，分析了实际飞行条件下飞机运动的模型，并对该模型进行扩展线性化处理，得到了一个较易实现的ＬＭＩ滤波算法。仿真结果表明，所提出的算

Discrete System Filtering via LMI

This paper studies the problem of getting the optimal unbiased filter for discrete system using the method of linear matrix inequality(LMI). The order of the optimal filter is less than the number of system states. The problem of restricted filter design is transferred into non restricted filter design. At last the existence condition of unbiased filter is given in this paper. As an example, it deals with flight test data filtering methods on LMI. Considering the practical flight condition, a new non linear system model for airplane flight is deduced and a new LMI filter, which is the extended linearizing realization of the solution, is provided. Practical results show that the new LMI filter is effective in flight test data processing.