Mixed H2/H∞ nonlinear filtering

被引：24

作者：

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

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

机构：

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

来源：

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 2009年 / 19卷 / 04期

关键词：

nonlinear filtering; H-2; H-infinity-norms; L-2-gain; Hamilton-Jacobi-Isaacs equations; dissipative system; ERROR VARIANCE CONSTRAINTS; STOCHASTIC-SYSTEMS; UNCERTAIN SYSTEMS; STATE ESTIMATION; FEEDBACK;

D O I：

10.1002/rnc.1318

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we consider the mixed H-2/H-infinity filtering problem for affine nonlinear systems. Sufficient conditions for the solvability of this problem with a finite-dimensional filter are given in terms of a pair of coupled Hamilton-Jacobi-Isaacs equations (HJIEs). For linear systems, it is shown that these conditions reduce to a pair of coupled Riccati equations similar to the ones for the control case. Both the finite-horizon and the infinite-horizon problems are discussed. Simulation results are presented to show the usefulness of the scheme, and the results are generalized to include other classes of nonlinear systems. Copyright (C) 2008 John Wiley & Sons, Ltd.

引用

页码：394 / 417

页数：24

共 29 条

[1]

Anderson B.D., 2012, Optimal Filtering

[2]

Bagchi A., 1993, OPTIMAL CONTROL STOC

[3]

Basar T., 1982, Mathematics in science and engineering, V160

[4]

Berman N, 1996, INT J ROBUST NONLIN, V6, P281, DOI 10.1002/(SICI)1099-1239(199605)6:4<281::AID-RNC233>3.0.CO

[5]

2-G

[6]

BUCY RS, 1970, IEEE P, V58, P854

[7]

GREWAL M, 1993, KALMAN FILTERING THE

[8] H-INFINITY CONTROL VIA MEASUREMENT FEEDBACK FOR AFFINE NONLINEAR-SYSTEMS [J].

ISIDOR, A .

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 1994, 4 (04) :553-574

[9]

James MR, 1998, IEEE T SIGNAL PROCES, V46, P2926, DOI 10.1109/78.726807

[10]

Khalil H.K., 1985, Nonlinear Systems

← 1 2 3 →