H∞ Filtering with Combined Linear and Nonlinear Constraints

被引：3
作者：
Fu, Xiaoyan [1 ]
Jia, Yingmin [1 ]
机构：
[1] Beihang Univ, Beijing, Peoples R China
来源：
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS | 2012年 / 48卷 / 04期
关键词：
KALMAN-FILTER; SYSTEMS;
D O I：
10.1109/TAES.2012.6324713
中图分类号：
V [航空、航天];
学科分类号：
08 ; 0825 ;
摘要：
The work presented here is devoted to the problem of state estimate for systems with multiple linear-nonlinear (LN) combined state constraints. A robust algorithm that allows exact use of these combined constraints is presented based on H-infinity filtering, and a sufficient condition is obtained that guarantees the existence of a solution. Extensive Monte Carlo simulations show the effectiveness and superiority of the proposed algorithm.
引用
收藏
页码：3347 / 3362
页数：16
相关论文
共 32 条
  • [1] Joint state filtering and parameter estimation for linear stochastic time-delay systems
    Basin, Michael
    Shi, Peng
    Calderon-Alvarez, Dario
    [J]. SIGNAL PROCESSING, 2011, 91 (04) : 782 - 792
  • [2] Ding Q, 2010, INT J INNOV COMPUT I, V6, P995
  • [3] Emara-Shabaik HE, 2010, INT J INNOV COMPUT I, V6, P2211
  • [4] FU X, 2010, P 49 IEEE C DEC CONT, P340
  • [5] GRIMBLE M, 1991, COMPUT CONTROL ENG J, P275
  • [6] H infinity optimality of the LMS algorithm
    Hassibi, B
    Sayed, AH
    Kailath, T
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1996, 44 (02) : 267 - 280
  • [7] Linear estimation in krein spaces .2. Applications
    Hassibi, B
    Sayed, AH
    Kailath, T
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (01) : 34 - 49
  • [8] Hassibi B., 1999, Studies in Applied and Numerical Mathematics
  • [9] Hayward SD, 1998, INST MATH C, V67, P113
  • [10] Horn R.A., 2012, Matrix Analysis
1234