APPLICATION OF SATISFACTORY FILTERING TO TRACKING-IDENTIFICATION PROBLEM
满意滤波在航迹辨识中的应用

A solution to steady error variance and filter gain of Kalman filter is studied with LMI(linear matrix inequalities) method in this paper. And a satisfactory filtering problem with upper bound constraint on error variance is proposed. Then the satisfactory robust filtering with largest admissible intensity of measurement noise under constraint of given upper error-variance is discussed. Finally, the result has been applied to tracking-identification problem in a C3I system.