在慣導(dǎo)/星光（INS/CNS）組合導(dǎo)航中，由于集中卡爾曼濾波存在對系統(tǒng)模型和噪聲統(tǒng)計特性依賴性等缺點(diǎn)，將H∞濾波方法理論應(yīng)用其中。給出了H∞濾波的濾波方程，定性討論了kalman濾波和H∞濾波的關(guān)系，通過在INS/CNS組合導(dǎo)航系統(tǒng)中的實(shí)際應(yīng)用進(jìn)一步從精度和魯棒性對兩種濾波算法進(jìn)行了比較。仿真結(jié)果表明，當(dāng)噪聲為有色噪聲或統(tǒng)計特性不確定時，H∞濾波優(yōu)于kalman濾波，說明了該算法的有效性和可行性。

Abstract:

?As the special dependence on accuracy of the system model and statistic character of noises of kalman filter when it is used in INS/CNS integrated navigation system， H∞ filter is applied. Equations of H∞ filtering algorithm is presented and the relationship between H∞ filtering algorithm and traditional kalman filter is discussed. Then in a INS/CNS integrated navigation system， the accuracy and robustness of the two algorithm are compared. The results of simulation demonstrate H∞ filtering is better than kalman filtering when the colored noises or the uncertainty of the model is existed， it proves the effectiveness and feasibility of the presented method.