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Robust ℋ ∞ non-linear estimation

✍ Scribed by M. Shergei; U. Shaked; C. E. De Souza

Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
631 KB
Volume
10
Category
Article
ISSN
0890-6327

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✦ Synopsis

This work investigates the problem of X, estimation for uncertain continuous time non-linear systems with non-linear time-varying parameter uncertainty. A non-linear estimator is looked for so that a prescribed bound on the ratio between the energy of the estimation error and the energy of the noise inputs is achieved for any set of parameters in a prescribed bounded region. Conditions for the existence of such an estimator are not easy to find and we therefore formulate an auxiliary estimation problem for a related system which is obtained from the original one by converting the parameter uncertainty into exogenous bounded energy signals. It is shown that an X, non-linear estimator that solves the auxiliary problem, if one exists, guarantees, when applied to the original problem, the required performance for all possible parameters. This approach allows us to solve the robust non-linear X, estimation problem via recently developed X, non-linear filtering techniques. The results are demonstrated by a simple example.

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