在慣導/星光（INS/CNS）組合導航中，由于集中卡爾曼濾波存在對系統模型和噪聲統計特性依賴性等缺點，將H∞濾波方法理論應用其中。給出了H∞濾波的濾波方程，定性討論了kalman濾波和H∞濾波的關系，通過在INS/CNS組合導航系統中的實際應用進一步從精度和魯棒性對兩種濾波算法進行了比較。仿真結果表明，當噪聲為有色噪聲或統計特性不確定時，H∞濾波優于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.