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H∞ nonlinear filtering

✍ Scribed by N. Berman; U. Shaked

Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
804 KB
Volume
6
Category
Article
ISSN
1049-8923

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✦ Synopsis

This paper investigates the problem of H , estimation of nonlinear processes. An estimator, which may be nonlinear, is looked for so that a given bound on the ratio between the energy of the estimation error and the energy of the exogeneous inputs to the estimated process is achieved. Conditions for the existence of such an estimator and formulas for its derivation are obtained using both the game theory approach and the theory of dissipative systems. The results of the paper extend the recent results on H , nonlinear control. They are demonstrated by a simple example of a linear system with a nonlinear measurement rule and compared with corresponding results that are obtained by the extended Kalman filter.

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