DocumentCode
1311699
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
Volume
48
Issue
4
fYear
2012
fDate
10/1/2012 12:00:00 AM
Firstpage
3347
Lastpage
3362
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;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.2012.6324713
Filename
6324713
Link To Document