关键词: 最小方差鲁棒滤波, H∞滤波, 改进PSO算法, 滤波增益

Abstract: A new optimization filtering algorithm is proposed based on modified PSO algorithm.Balanced multi-capability adaptability function is constructed.Optimization filtering gain is answered as particle of PSO algorithm.Least variance robust filtering gain and [H∞] filtering gain，and average value of them are initialized as particles.So particles have cognitive capability and convergence speed of algorithm will be quick.Simulation results prove that new algorithm accords with the real time control need，also filtering precision and robustness is better.

Key words: least variance robust filtering, H∞ filtering, modified Particle Swarm Optimization（PSO） algorithm, filtering gain