The upper bound of minimum error covariance satisfying all the uncertainties is found and the optimal problem is solved in the framework of linear matrix inequality (LMI).

• 首先，根据噪声方差不确定模型，找到满足所有不确定性的最小方差上界，在线性矩阵不等式(LMI)框架下求解优化问题，得到近似到达代价的表达形式；