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H ∞ nonlinear filtering
Author(s) -
Berman N.,
Shaked U.
Publication year - 1996
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/(sici)1099-1239(199605)6:4<281::aid-rnc233>3.0.co;2-g
Subject(s) - nonlinear system , estimator , dissipative system , kalman filter , control theory (sociology) , nonlinear filter , simple (philosophy) , mathematics , filter (signal processing) , process (computing) , energy (signal processing) , computer science , control (management) , filter design , physics , statistics , artificial intelligence , quantum mechanics , philosophy , epistemology , computer vision , operating system
This paper investigates the problem of H ∞ estimation of nonlinear processes. An estimator, which may be nonlinear, is looked for so that a given bound on the ratio between the energy of the estimation error and the energy of the oxogeneous inputs to the estimated process is achieved. Conditions for the existence of such an estimator and formulas for its derivation are obtained using both the game theory approach and the theory of dissipative systems. The results of the paper extend the recent results on H ∞ nonlinear control. They are demonstrated by a simple example of a linear system with a nonlinear measurement rule and compared with corresponding results that are obtained by the extended Kalman filter.