Nonlinear state estimation for uncertain systems with an integral constraint

Author

James, Matthew R. ; Petersen, Ian R.

Author_Institution

Dept. of Eng., Australian Nat. Univ., Canberra, ACT, Australia

Volume

46

Issue

11

fYear

1998

fDate

11/1/1998 12:00:00 AM

Firstpage

2926

Lastpage

2937

Abstract

This paper considers a problem of robust filtering for a class of uncertain nonlinear systems. The solution involves a set-valued state estimate that is obtained by solving a Hamilton-Jacobi-Bellman equation. In addition, a less computationally intensive approximate solution to the problem is obtained for filtering problems defined over a large time interval. The paper also presents an approximate solution to the robust filtering problem, which leads to a robust version of the extended Kalman filter

Keywords

Kalman filters; approximation theory; filtering theory; integral equations; nonlinear filters; state estimation; uncertain systems; Hamilton-Jacobi-Bellman equation; approximate solution; extended Kalman filter; filtering problems; integral constraint; large time interval; nonlinear state estimation; robust filtering; set-valued state estimate; uncertain nonlinear systems; Demodulation; Filtering; Integral equations; Nonlinear equations; Nonlinear filters; Nonlinear systems; Robustness; State estimation; Uncertain systems; Uncertainty;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.726807

Filename

726807