Title :
Nonlinear state estimation for uncertain systems with an integral constraint
Author :
James, Matthew R. ; Petersen, Ian R.
Author_Institution :
Dept. of Eng., Australian Nat. Univ., Canberra, ACT, Australia
fDate :
11/1/1998 12:00:00 AM
Abstract :
This paper considers a problem of robust filtering for a class of uncertain nonlinear systems. The solution involves a set-valued state estimate that is obtained by solving a Hamilton-Jacobi-Bellman equation. In addition, a less computationally intensive approximate solution to the problem is obtained for filtering problems defined over a large time interval. The paper also presents an approximate solution to the robust filtering problem, which leads to a robust version of the extended Kalman filter
Keywords :
Kalman filters; approximation theory; filtering theory; integral equations; nonlinear filters; state estimation; uncertain systems; Hamilton-Jacobi-Bellman equation; approximate solution; extended Kalman filter; filtering problems; integral constraint; large time interval; nonlinear state estimation; robust filtering; set-valued state estimate; uncertain nonlinear systems; Demodulation; Filtering; Integral equations; Nonlinear equations; Nonlinear filters; Nonlinear systems; Robustness; State estimation; Uncertain systems; Uncertainty;
Journal_Title :
Signal Processing, IEEE Transactions on
