关键词: 线性随机系统 , 航迹互联 , 约束方差设计 , Delta算子 , 不确定性

Abstract: The estimation of states is very important in the process of track association and maneu?verable target tracking. This paper studies the problem of robust filter design for Delta-operator sys?tems subjected to parameter uncertainties and estimation error variance constraints. The problem ad?dressed aims at designing robust filters not dependant on uncertainty，such that for all admissible pa?rameter perturbations，the variance of estimation error of each state is guaranteed to be not more than the individual prespecified upper bound. The ill ter matrices are obtained by solving a pair of modified Riccati equations, and the conditions of existence of the desired robust filters are also discussed. A numerical example is provided to illustrate the effectiveness of the given approach.

Key words: linear stochastic systems , track association , constrained variance design , Delta opera?tor , uncertainty