提出了一种线性离散不确定系统鲁棒最小方差滤波新算法 .当离散系统含有不确定项时 ,能保证滤波误差的方差有界且最小 .同已有算法相比 ,该算法只需要求解两个相互独立的离散 Riccati方程 ,可大大降低鲁棒滤波的计算和分析难度 .通过对算法稳定性和设计参数取值范围的分析表明 ,为了保证这种鲁棒滤波器存在 ,只要求离散系统中受不确定项影响的子系统二次稳定即可 .实际算例显示了算法的有效性 . A new robust minimum variance filtering algorithm for linear discrete-time uncertain systems is proposed. When the discrete system contains uncertainties, the variance of filtering errors can be guaranteed to be bounded and minimized. Compared with the existing algorithms, Independent discrete Riccati equations can greatly reduce the computational and analytical robustness of the robust filter.By analyzing the stability of the algorithm and the range of the design parameters, it is shown that in order to ensure the existence of such a robust filter, only discrete systems Subsystems affected by uncertainties can be quadratic stable.The practical examples show the effectiveness of the algorithm.