Title :
$H_infty$ Filtering with Combined Linear and Nonlinear Constraints
Author :
Fu, Xiaoyan ; Jia, Yingmin
Author_Institution :
Dept. of Syst. & Control, Beihang Univ., Beijing, China
fDate :
10/1/2012 12:00:00 AM
Abstract :
The work presented here is devoted to the problem of state estimate for systems with multiple linear-nonlinear (LN) combined state constraints. A robust algorithm that allows exact use of these combined constraints is presented based on H∞ filtering, and a sufficient condition is obtained that guarantees the existence of a solution. Extensive Monte Carlo simulations show the effectiveness and superiority of the proposed algorithm.
Keywords :
H∞ filters; Monte Carlo methods; filtering theory; H∞ filtering; extensive Monte Carlo simulations; multiple linear-nonlinear combined state constraints; robust algorithm; state estimation; Kalman filters; Linear approximation; Noise; Symmetric matrices; Taylor series;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.2012.6324713
