Discrete-time mixed H2/H∞ nonlinear filtering

Author

Aliyu, M.D.S. ; Boukas, E.K.

Author_Institution

Dept. of Mech. Eng., Ecole Polytech. de Montreal, Montreal, QC

fYear

2008

fDate

11-13 June 2008

Firstpage

5230

Lastpage

5235

Abstract

In this paper, we consider the discrete-time mixed H₂/H_infin filtering problem for affine nonlinear systems. Sufficient conditions for the solvability of this problem with a finite-dimensional filter are given in terms of a pair of coupled discrete-time Hamilton-Jacobi-Isaac´s equations (DHJIE) with some side conditions. Both the finite-horizon and infinite-horizon problems are discussed for the case when the initial condition of the plant is unknown. Moreover, sufficient conditions for approximate solvability of the problem are also derived. These solutions are especially useful for computational purposes, considering the difficulty of solving the coupled DHJIEs.

Keywords

H^infin control; discrete time filters; nonlinear filters; nonlinear systems; affine nonlinear systems; coupled discrete-time Hamilton-Jacobi-Isaac equations; discrete-time mixed H₂/H_infin nonlinear filtering; finite-dimensional filter; infinite-horizon problems; Differential equations; Filtering; Gaussian noise; Hydrogen; Nonlinear control systems; Nonlinear equations; Nonlinear filters; Nonlinear systems; State estimation; Sufficient conditions; ℓ∞-norms; ℓ2; Taylor-series approximation; discrete-time coupled Hamilton-Jacobi-Isaac’s equations; two-person nonzero-sum differential game;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2008

Conference_Location

Seattle, WA

ISSN

0743-1619

Print_ISBN

978-1-4244-2078-0

Electronic_ISBN

0743-1619

Type

conf

DOI

10.1109/ACC.2008.4587325

Filename

4587325