Title :
On reduced-order H∞ filtering for nonlinear systems
Author :
Li, Yen-Fang ; Yung, Chee-fai ; Sheu, Hsin-teng
Author_Institution :
Dept. of Electr. Eng., Minghsin Inst. of Technol., Hsin-Chu, Taiwan
Abstract :
In this paper, sufficient conditions are presented for the existence of an H∞ filter with a state dimension less than the plant. The conditions are expressed in terms of the solution to a Hamilton-Jacobi inequality which is exactly the one used in the construction of the full-order H∞ filters. Both affine and general non-affine nonlinear systems are examined. The development uses only elementary concepts of dissipativity and differential games; thus, the proofs given are simple and clear
Keywords :
H∞ optimisation; differential games; filtering theory; nonlinear systems; reduced order systems; Hamilton-Jacobi inequality; affine nonlinear systems; differential game; dissipativity; general nonaffine nonlinear systems; nonlinear systems; reduced-order H∞ filtering; state dimension; sufficient conditions; time-varying systems; Ear; Estimation error; Filtering; Jacobian matrices; Linear systems; Nonlinear filters; Nonlinear systems; State estimation; Sufficient conditions; Time varying systems;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980650
