H2 Filtering for Discrete-Time Nonlinear Singularly Perturbed Systems

被引：19

作者：

Aliyu, M. D. S. ^{[1
]}

Boukas, E. K. ^{[1
]}

机构：

[1] Ecole Polytech Montreal, Dept Mech Engn, Montreal, PQ H3C 3A7, Canada

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS | 2011年 / 58卷 / 08期

关键词：

Discrete-time nonlinear filtering; H-2-norm; discrete-time singularly perturbed nonlinear system; decomposition filters; aggregate filters; discrete-time Hamilton-Jacobi-Bellman equations; JACOBI-ISAACS EQUATION; FEEDBACK CONTROL;

D O I：

10.1109/TCSI.2011.2106031

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper, we consider the H-2 (or Kalman)-filtering problem for discrete-time singularly-perturbed (two time-scale) nonlinear systems. Two types of filters, namely, i) decomposition and ii) aggregate, are discussed, and sufficient conditions for the solvability of the problem in terms of new discrete-time Hamilton-Jacobi-Bellman equations (DHJBEs) are presented. For each type of filter above, first-order approximate filters are derived, and reduced-order filters are also derived in each case. The results are also specialized to linear systems, in which case the DHJBEs reduce to a system of linear-matrix-inequalities (LMIs) which are efficient to solve. Examples are also presented to illustrate the results.

引用

页码：1854 / 1864

页数：11

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