研究在同时具有参数和随机不确定的情况下的鲁棒H∞ 估计问题 .假设系统的方程由It^o随机微分方程描述 ,不确定的参数是范数有界的 ,外部干扰是随机不确定的 .通过解一个线性矩阵不等式 ,可以设计鲁棒H∞ 滤波器 ,最后给出的一个例子对理论分析进行了阐述 . The problem of robust H∞ estimation with both parametric and random uncertainties is studied. The system equations are assumed to be described by It ^ o stochastic differential equations. The uncertain parameters are bounded by norm and the external disturbances are stochastic uncertain By solving a linear matrix inequality, robust H∞filters can be designed, and an example is given to illustrate the theoretical analysis.