Premium
L 2 – L ∞ filtering for nonlinear stochastic systems
Author(s) -
Wu AiGuo,
Liu Xiaona,
Zhang Ying
Publication year - 2012
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.451
Subject(s) - nonlinear system , filter (signal processing) , order (exchange) , mathematics , nonlinear filter , control theory (sociology) , control (management) , computer science , filter design , economics , physics , artificial intelligence , finance , quantum mechanics , computer vision
A sufficient condition for a general nonlinear stochastic system to have L 2 − L ∞ gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton–Jacobi inequality (HJI). Based on this criterion, the existence of an L 2 − L ∞ filter is given by a second‐order nonlinear HJI, and the filter matrices can be obtained by solving such an HJI. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society