Robust/H∞, filtering for nonlinear systems

被引：88

作者：

McEneaney, WM ^{[1
]}

机构：

[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

来源：

SYSTEMS & CONTROL LETTERS | 1998年 / 33卷 / 05期

关键词：

nonlinear filtering; H(infinity) control; robust control; viscosity solutions;

D O I：

10.1016/S0167-6911(97)00124-2

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A robust (or H(infinity)) approach to filtering for nonlinear systems is considered. A bound on the estimate error as a function of the disturbance energy is obtained. The corresponding dynamic programming equation is a first-order PDE. This has computational ramifications. The case where the measurements are discrete time is considered also. A numerical method is discussed. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：315 / 325

页数：11

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