Title :
Nonlinear state estimation for uncertain systems with an integral constraint
Author :
James, M.R. ; Petersen, I.R.
Author_Institution :
Dept. of Eng., Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
This paper considers a problem of robust filtering for a class of uncertain nonlinear systems. The solution involves a set valued state estimate which is obtained by solving a HJB equation. In addition, a less computationally intensive approximate solution to the problem is obtained for filtering problems defined on a large time interval
Keywords :
filtering theory; nonlinear filters; nonlinear systems; partial differential equations; state estimation; uncertain systems; HJB equation; approximate solution; integral constraint; nonlinear state estimation; robust filtering; set valued state estimate; uncertain nonlinear systems; uncertain systems; Ear; Filtering; Filters; Integral equations; Nonlinear systems; Robustness; State estimation; Steady-state; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574378
