Robust non-fragile H-infinity filtering on GPS/INS integrated navigation systems

The robust non-fragile H ∞ filtering problem of GPS/INS integrated navigation system 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 ∞ performance. The designed filter is assumed to be with multiplicative filter gain variations. The necessary and sufficient conditions for the existence of the filter is derived. An LMI method for designing H ∞ filter is given by matrix transformation, this makes it convenient to obtain the expression of the filter. The proposed method is used to GPS/INS integrated navigation system. A numerical example illustrates the proposed method feasible.