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Mixed H2/H∞ nonlinear filtering

delete2008-06-11
delete26
PRE
AI
M
M. D. S. Aliyu
E
E.K. Boukas *
DOI:10.1002/rnc.1318delete
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摘要

摘要

En 中文
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.
Keyword:
nonlinear filtering
H-2
H-infinity-norms
L-2-gain
Hamilton-Jacobi-Isaacs equations
dissipative system

期刊

International Journal of Robust and Nonlinear Control 封面图
International Journal of Robust and Nonlinear Control
IF:
3.2
论文数:
7.0K
被引数:
1.4W

机构

U
universite de montreal
学者数:
4.6W
论文数: 3.8W
被引数: 46
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