Title :
H-infinity optimal filters for a class of nonlinear models
Author :
Kiriakidis, Kiriakos
Author_Institution :
Syst. Eng., US Naval Acad., Annapolis, MD, USA
Abstract :
The design of an H-infinity filter or observer based on a nonlinear model involves the solution of the Hamilton-Jacobi inequality. Alternatively, this paper uses the expansion of the nonlinear model as a series of linear ones and provides a sufficient condition, in the form of a set of bilinear matrix inequalities, for the solution of the H-infinity state estimation problem.
Keywords :
H∞ control; filtering theory; matrix algebra; nonlinear control systems; observers; H-infinity observer; H-infinity optimal filters; H-infinity state estimation problem; bilinear matrix inequalities; nonlinear filter design; nonlinear models; sufficient condition; Filtering; Gain measurement; H infinity control; Jacobian matrices; Linear matrix inequalities; Nonlinear filters; Nonlinear systems; Observers; Piecewise linear techniques; State estimation;
Conference_Titel :
American Control Conference, 2002. Proceedings of the 2002
Print_ISBN :
0-7803-7298-0
DOI :
10.1109/ACC.2002.1023989
