Title :
Discrete-time mixed H2/H∞ nonlinear filtering
Author :
Aliyu, M.D.S. ; Boukas, E.K.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Montreal, QC
Abstract :
In this paper, we consider the discrete-time mixed H2/Hinfin filtering problem for affine nonlinear systems. Sufficient conditions for the solvability of this problem with a finite-dimensional filter are given in terms of a pair of coupled discrete-time Hamilton-Jacobi-Isaac´s equations (DHJIE) with some side conditions. Both the finite-horizon and infinite-horizon problems are discussed for the case when the initial condition of the plant is unknown. Moreover, sufficient conditions for approximate solvability of the problem are also derived. These solutions are especially useful for computational purposes, considering the difficulty of solving the coupled DHJIEs.
Keywords :
Hinfin control; discrete time filters; nonlinear filters; nonlinear systems; affine nonlinear systems; coupled discrete-time Hamilton-Jacobi-Isaac equations; discrete-time mixed H2/Hinfin nonlinear filtering; finite-dimensional filter; infinite-horizon problems; Differential equations; Filtering; Gaussian noise; Hydrogen; Nonlinear control systems; Nonlinear equations; Nonlinear filters; Nonlinear systems; State estimation; Sufficient conditions; ℓ∞-norms; ℓ2; Taylor-series approximation; discrete-time coupled Hamilton-Jacobi-Isaac’s equations; two-person nonzero-sum differential game;
Conference_Titel :
American Control Conference, 2008
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4244-2078-0
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2008.4587325
