提出了一种离散系统的优化鲁棒滤波方法。为了得到滤波的逼近计算式 ,通过优化加权矩阵得到了上界不等式逼近和等效系统矩阵 ,得到了鲁棒滤波的时间更新算法 ;通过优化加权矩阵得到了下界不等式逼近和等效观测矩阵 ,得到了鲁棒滤波的测量更新算法 ,并且给出了鲁棒滤波算法收敛的条件。飞行试验数据处理的结果表明 ,提出的方法是有效的 An optimal robust filtering method for discrete systems is proposed. In order to obtain the approximation formula of filtering, the upper bound inequality approximation and equivalent system matrix are obtained by optimizing the weighting matrix, and the time updating algorithm of robust filtering is obtained. The lower bound inequality approximation and equivalent observation matrix are obtained by optimizing the weighting matrix, The robust filtering algorithm is updated and the convergence condition of the robust filtering algorithm is given. The results of flight test data processing show that the proposed method is effective