Title :
H/sub /spl infin// estimation for nonlinear systems
Author_Institution :
Dept. of Electr. Eng., Michigan Technol. Univ., Houghton, MI, USA
Abstract :
An output estimator for a nonlinear system (the extended H/spl infin/ estimator) is developed based on suboptimal H/spl infin/ estimation theory. The performance bound, used in generating the estimator gain, depends on the model obtained by linearizing the plant about the current estimator state. Therefore, this model and the performance bound vary in an unpredictable manner. Computation of the minimal performance bound at each iteration is untractable, in general. A computationally reasonable adaptive algorithm for generating the performance bound is proposed. The use of this adaptive performance bound is illustrated by application to an example.
Keywords :
H/sup /spl infin optimisation; adaptive systems; nonlinear systems; parameter estimation; adaptive algorithm; adaptive performance bound; estimator gain; estimator state; extended H/spl infin/ estimator; minimal performance bound; nonlinear system; nonlinear systems; output estimator; plant model; suboptimal H/spl infin/ estimation theory; Adaptive algorithm; Cost function; Covariance matrix; Estimation error; Estimation theory; Nonlinear systems; Performance gain; Riccati equations; State estimation;
Journal_Title :
Signal Processing Letters, IEEE