Title :
H∞ filtering of nonlinear sampled-data systems with parameter uncertainties
Author :
Nguang, Sing Kiong ; Shi, Peng
Author_Institution :
Dept. of Electr. & Electron. Eng., Auckland Univ., New Zealand
Abstract :
This paper considers the problem of nonlinear H∞ filtering for sampled-data systems with nonlinear time-varying parameter uncertainty. The objective is to design a dynamic filter such that the ratio between the energy of the estimation errors and the energy of the exogenous inputs is minimized or guaranteed to be less or equal to a prescribed value for all admissible uncertainties. The connection between the robust nonlinear H∞ filtering and the nonlinear H∞ filtering problem for sampled-data system without uncertainty has been established. This connection enables us to solve the robust H∞ filtering problem via recently developed nonlinear H∞ filtering technique in terms of both continuous and discrete Hamilton-Jacobi equations
Keywords :
H∞ control; filtering theory; nonlinear systems; sampled data systems; time-varying systems; uncertain systems; H∞ control; H∞ filtering; dynamic filter; nonlinear systems; sampled-data systems; time-varying systems; uncertain systems; Australia; Estimation error; Filtering theory; Mathematics; Nonlinear equations; Nonlinear filters; Riccati equations; Robustness; Uncertain systems; Uncertainty;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.783572