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Correction to ‘Mixed ℋ︁ 2 /ℋ︁ ∞ Nonlinear Filtering’
Author(s) -
Aliyu M. D. S.,
Boukas E. K.
Publication year - 2012
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/rnc.1739
Subject(s) - affine transformation , section (typography) , nonlinear system , filter (signal processing) , mathematics , control theory (sociology) , computer science , control (management) , pure mathematics , artificial intelligence , physics , quantum mechanics , computer vision , operating system
SUMMARY In Section 5 of Aliyu and Boukas ( Int. J. Robust Nonlinear Control 2009; 19 :394–417), the authors have presented certainty‐equivalent filters for the mixed ℋ 2 /ℋ ∞ filtering problem for affine nonlinear systems. Sufficient conditions for the solvability of the problem with a finite‐dimensional filter are given in terms of a pair of coupled Hamilton–Jacobi–Isaacs equations (HJIEs). In this note, we supply a correction to these HJIEs. Moreover, for linear systems this correction is not necessary. Copyright © 2011 John Wiley & Sons, Ltd.