• DocumentCode
    2670687
  • Title

    L2 — L∞ filtering for nonlinear stochastic systems

  • Author

    Aiguo, Wu ; Ying, Zhang ; Guangren, Duan

  • Author_Institution
    Harbin Inst. of Technol. Shenzhen Grad. Sch., Inst. for Inf. & Control, Harbin
  • fYear
    2008
  • fDate
    16-18 July 2008
  • Firstpage
    801
  • Lastpage
    805
  • Abstract
    A sufficient condition for a general nonlinear stochastic system to have an L2 - Linfin gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton Jacobi inequality (HJI). By a slight modification, an equivalent form of this condition is also proposed. Based on this modified criterion, the existence condition of an L2 - Linfin filter is given by a second-order nonlinear HJI, and the filter matrices can be obtained by solving such an HJI.
  • Keywords
    filtering theory; matrix algebra; nonlinear control systems; stochastic systems; Hamilton Jacobi inequality; L2-Linfin filtering; filter matrices; nonlinear stochastic systems; Control systems; Control theory; Filtering; Jacobian matrices; Nonlinear control systems; Nonlinear filters; Stochastic processes; Stochastic systems; Sufficient conditions; White noise; Hamilton Jacobi Inequality; L2 — L∞ filtering; Nonlinear stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference, 2008. CCC 2008. 27th Chinese
  • Conference_Location
    Kunming
  • Print_ISBN
    978-7-900719-70-6
  • Electronic_ISBN
    978-7-900719-70-6
  • Type

    conf

  • DOI
    10.1109/CHICC.2008.4605772
  • Filename
    4605772
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2670687