Robust H∞ filtering with error variance constraints on GPS/INS integrated navigation systems

The robust
H

_infin
filtering problem of GPS/INS integrated navigation system with steady-state error variance constrains is considered in this paper. The aim is to design a filter which ensures both the robustly asymptotic stability for error dynamic system and the prescribed level of the
H

_infin
performance. The sufficient condition for the existence of the filter is derived. An LMI method for designing
H

_infin
filter is given by matrix transformations, this makes it convenient to obtain the expression of the filter. The proposed method is used to GPS/INS integrated navigation system and the limit of error matrix
P
is gotten by configurating error variance matrix
Q
for the first time. The state curves of error dynamic system are given and the simulation results are provided to demonstrate the validity and feasibility of the proposed approach.