Title :
Second-Order Extended
Filter for Nonlinear Discrete-Time Systems Using Quadratic Error Matrix Approximation
Author :
Hu, Jwu-Sheng ; Yang, Chia-Hsing
Author_Institution :
Dept. of Electr. Eng., Nat. Chiao-Tung Univ., Hsinchu, Taiwan
fDate :
7/1/2011 12:00:00 AM
Abstract :
In this paper, the second-order extended (SOE) H∞ filter for nonlinear discrete-time systems is derived based on an approximation to the quadratic error matrix. The solution is obtained by the game theory approach. It is shown that the result bears a strong resemblance to the SOE Kalman filter when the performance bound goes to infinity. An example of vehicle state tracking is simulated to compare the performances of the SOE Kalman filter, the first order extended and the SOE H∞ filter. Noises with unknown bias are injected into both process dynamics and measurements. The results show that the SOE H∞ filter has the smallest state tracking error.
Keywords :
H∞ control; Kalman filters; discrete time filters; matrix algebra; nonlinear control systems; quadratic programming; Kalman filter; SOE; game theory; nonlinear discrete-time systems; quadratic error matrix approximation; second-order extended H∞ filter; Approximation methods; Estimation error; Filtering theory; Game theory; Kalman filters; Noise; Noise measurement; Discrete-time nonlinear system; Kalman filter; game theory$H_{infty}$ filter;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2011.2138700