Robust/H∞ filtering for nonlinear systems |
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Authors: | William M. McEneaney |
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Affiliation: | Department of Mathematics, North Carolina State University, Raleigh, NC 27695-8205, USA |
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Abstract: | A robust (or H∞) approach to filtering for nonlinear systems is considered. A bound on the estimate error as a function of the disturbance energy is obtained. The corresponding dynamic programming equation is a first-order PDE. This has computational ramifications. The case where the measurements are discrete time is considered also. A numerical method is discussed. |
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Keywords: | Nonlinear filtering H&infin control Robust control Viscosity solutions |
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