The guaranteed cost filter design problem for a class of linear time varying uncertain systems is studied in this paper.
研究了一类线性不确定系统保成本滤波器的设计问题。
During a transfer alignment of strapdown inertial navigation system, Kalman filter models are linear time varying system whose analysis of observability is difficult.
捷联惯导系统的卡尔曼滤波模型在传递对准时，为线性时变系统，而线性时变系统的可观测性分析比较困难。
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