The upper bound of minimum error covariance satisfying all the uncertainties is found and the optimal problem is solved in the framework of linear matrix inequality (LMI).

 
  • 首先,根據噪聲方差不確定模型,找到滿(mǎn)足所有不確定性的最小方差上界,在線(xiàn)性矩陣不等式(LMI)框架下求解優(yōu)化問(wèn)題,得到近似到達代價(jià)的表達形式;
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